+62.2%
DIA vs MSI
+72.0%
-9.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.2% | -3.7% | +3.5% | +0.6% |
| 30D | -1.5% | +6.8% | -8.4% | -3.1% |
| 3M | +3.8% | +14.3% | -10.5% | +0.4% |
| 6M | +10.3% | -1.6% | +11.8% | +10.6% |
| YTD | +12.1% | +22.8% | -10.7% | +5.3% |
| 1Y | +18.6% | -1.1% | +19.7% | +19.2% |
| All | +62.2% | +72.0% | -9.8% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling