+851.5%
DE vs MSI
+605.3%
+246.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.6% | -0.4% | -2.2% | -2.4% |
| 30D | +9.0% | -0.8% | +9.8% | +9.2% |
| 3M | +19.1% | +13.9% | +5.2% | +11.9% |
| 6M | +14.4% | +1.3% | +13.0% | +12.7% |
| YTD | +45.9% | +22.3% | +23.6% | +31.8% |
| 1Y | +43.6% | -3.9% | +47.5% | +44.2% |
| 3Y | +75.9% | +69.9% | +6.0% | +30.7% |
| 5Y | +98.8% | +103.8% | -5.0% | +32.0% |
| All | +851.5% | +605.3% | +246.2% | +307.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling