+251.0%
DIA vs MSI
+593.5%
-342.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -1.2% | -4.0% | +2.7% | +0.4% |
| 30D | -2.7% | -0.5% | -2.2% | -2.6% |
| 3M | +3.3% | +11.4% | -8.1% | -1.7% |
| 6M | +10.4% | +1.0% | +9.5% | +8.9% |
| YTD | +10.0% | +20.7% | -10.7% | +0.1% |
| 1Y | +16.2% | -2.7% | +18.9% | +15.8% |
| 3Y | +58.7% | +68.2% | -9.5% | +21.5% |
| 5Y | +63.6% | +100.0% | -36.4% | +13.5% |
| 10Y | +251.0% | +596.9% | -345.8% | +63.0% |
| All | +251.0% | +593.5% | -342.5% | +63.0% |
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