+235.9%
DIA vs MSI
+670.3%
-434.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | +7.4% | -6.5% | -2.1% |
| 30D | +1.1% | +18.7% | -17.6% | -5.8% |
| 3M | -2.9% | +14.5% | -17.3% | -8.3% |
| 6M | +5.9% | +38.1% | -32.2% | -8.0% |
| YTD | +9.8% | +38.7% | -28.9% | -5.8% |
| 1Y | +11.7% | +35.4% | -23.7% | -3.2% |
| 3Y | +59.5% | +75.1% | -15.6% | +20.6% |
| 5Y | +57.5% | +126.4% | -68.8% | +3.7% |
| 10Y | +235.9% | +671.4% | -435.5% | +44.4% |
| All | +235.9% | +670.3% | -434.4% | +44.4% |
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 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