+404.6%
DHI vs MSI
+605.3%
-200.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -5.4% | -0.8% | -4.7% | -5.2% |
| 3M | -10.4% | +13.9% | -24.4% | -16.1% |
| 6M | -2.8% | +1.3% | -4.1% | -4.3% |
| YTD | -3.4% | +22.3% | -25.7% | -13.4% |
| 1Y | -22.9% | -3.9% | -19.1% | -22.6% |
| 3Y | +20.7% | +69.9% | -49.2% | -11.9% |
| 5Y | +62.1% | +103.8% | -41.7% | +6.0% |
| All | +404.6% | +605.3% | -200.7% | +105.4% |
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