+12,596.5%
DHI vs MSI
+2,781.5%
+9,815.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.3% | -4.0% | +1.6% | -1.0% |
| 30D | -5.3% | -0.5% | -4.8% | -5.2% |
| 3M | -7.8% | +11.4% | -19.2% | -11.2% |
| 6M | -5.4% | +1.0% | -6.3% | -6.3% |
| YTD | -2.7% | +20.7% | -23.3% | -9.2% |
| 1Y | -21.0% | -2.7% | -18.3% | -21.1% |
| 3Y | +22.2% | +68.2% | -46.0% | +0.7% |
| 5Y | +62.2% | +100.0% | -37.8% | +26.2% |
| 10Y | +414.3% | +596.9% | -182.6% | +166.6% |
| All | +12,596.5% | +2,781.5% | +9,815.0% | +3,838.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling