-27.9%
DHR vs MSI
+97.7%
-125.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -2.4% | -4.0% | +1.6% | -0.7% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | +9.0% | +11.4% | -2.4% | +3.5% |
| 6M | +3.5% | +1.0% | +2.5% | +2.2% |
| YTD | -10.1% | +20.7% | -30.8% | -18.7% |
| 1Y | +6.2% | -2.7% | +8.9% | +6.5% |
| 3Y | -5.4% | +68.2% | -73.6% | -32.3% |
| 5Y | -27.9% | +100.0% | -127.9% | -55.2% |
| All | -27.9% | +97.7% | -125.6% | -55.2% |
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