-5.1%
DASH vs MSI
+220.8%
-225.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.0% | -13.4% | -12.0% |
| 7D | +0.5% | +5.1% | -4.6% | -3.0% |
| 30D | -7.1% | +13.3% | -20.4% | -14.9% |
| 3M | -13.2% | +18.3% | -31.5% | -23.0% |
| 6M | +8.3% | +18.7% | -10.4% | -4.8% |
| YTD | -20.6% | +36.0% | -56.5% | -38.0% |
| 1Y | -24.4% | +32.6% | -57.0% | -39.8% |
| 3Y | +94.5% | +78.3% | +16.2% | +9.2% |
| 5Y | -9.4% | +121.6% | -131.0% | -61.7% |
| All | -5.1% | +220.8% | -225.8% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling