+108.1%
DE vs MSI
+125.1%
-17.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.3% | +7.4% | -4.1% | +0.8% |
| 30D | +10.7% | +18.7% | -8.0% | +4.5% |
| 3M | +13.1% | +14.5% | -1.3% | +7.9% |
| 6M | +20.2% | +38.1% | -17.9% | +7.2% |
| YTD | +48.9% | +38.7% | +10.2% | +31.9% |
| 1Y | +46.6% | +35.4% | +11.2% | +31.0% |
| 3Y | +91.4% | +75.1% | +16.3% | +47.5% |
| 5Y | +108.1% | +126.4% | -18.2% | +32.7% |
| All | +108.1% | +125.1% | -17.0% | +32.7% |
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