+18.7%
DHI vs MSI
+69.5%
-50.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -6.1% | -1.8% | -4.4% | -5.8% |
| 30D | -10.1% | -0.6% | -9.5% | -10.0% |
| 3M | -7.3% | +13.0% | -20.3% | -10.2% |
| 6M | -6.1% | +0.5% | -6.6% | -6.6% |
| YTD | -5.0% | +21.7% | -26.7% | -9.9% |
| 1Y | -22.1% | -2.6% | -19.5% | -22.2% |
| All | +18.7% | +69.5% | -50.8% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling