+762.6%
DE vs MSI
+663.2%
+99.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | +2.3% | +2.6% | -0.3% | +1.2% |
| 30D | +4.4% | +18.1% | -13.7% | -3.0% |
| 3M | +9.8% | +13.2% | -3.4% | +3.7% |
| 6M | +15.8% | +36.3% | -20.5% | +0.2% |
| YTD | +47.0% | +39.5% | +7.4% | +25.0% |
| 1Y | +42.8% | +36.9% | +5.9% | +22.4% |
| 3Y | +88.9% | +76.1% | +12.8% | +38.8% |
| 5Y | +101.9% | +123.7% | -21.8% | +28.7% |
| All | +762.6% | +663.2% | +99.4% | +235.0% |
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