-5.8%
DASH vs MSI
+123.5%
-129.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.0% |
| 7D | -4.8% | +8.3% | -13.1% | -10.0% |
| 30D | -7.9% | +18.9% | -26.8% | -18.4% |
| 3M | -16.3% | +13.2% | -29.5% | -23.4% |
| 6M | +10.4% | +38.3% | -27.9% | -12.4% |
| YTD | -20.1% | +38.9% | -59.0% | -38.8% |
| 1Y | -11.4% | +36.7% | -48.1% | -31.4% |
| 3Y | +114.1% | +76.6% | +37.5% | +18.1% |
| 5Y | -5.8% | +124.5% | -130.2% | -64.1% |
| All | -5.8% | +123.5% | -129.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling