+253.2%
DHR vs MSI
+670.1%
-416.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | +0.2% | +7.7% | -7.5% | -3.0% |
| 30D | +6.4% | +19.9% | -13.5% | -1.4% |
| 3M | +13.6% | +14.9% | -1.3% | +7.0% |
| 6M | +41.9% | +37.2% | +4.6% | +23.4% |
| YTD | +3.4% | +40.8% | -37.4% | -11.9% |
| 1Y | +9.9% | +38.1% | -28.3% | -5.7% |
| 3Y | +21.6% | +77.7% | -56.1% | -8.8% |
| 5Y | -10.6% | +129.0% | -139.6% | -41.2% |
| All | +253.2% | +670.1% | -416.9% | +52.5% |
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