+64.1%
DIA vs MSI
+100.4%
-36.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +0.1% | -5.8% | +5.8% | +2.0% |
| 30D | -2.1% | -1.0% | -1.1% | -1.8% |
| 3M | +4.2% | +14.2% | -10.0% | -0.7% |
| 6M | +11.9% | +1.0% | +10.8% | +10.8% |
| YTD | +10.8% | +21.5% | -10.6% | +2.1% |
| 1Y | +17.5% | -2.1% | +19.6% | +17.5% |
| 3Y | +59.9% | +69.3% | -9.4% | +25.0% |
| 5Y | +64.1% | +99.3% | -35.2% | +17.1% |
| All | +64.1% | +100.4% | -36.3% | +17.1% |
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