+1,081.8%
DIA vs MSI
+996.1%
+85.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -0.9% | +4.7% | -5.6% | -2.1% |
| 30D | +0.3% | +14.8% | -14.5% | -3.2% |
| 3M | -4.5% | +8.8% | -13.3% | -6.6% |
| 6M | +3.4% | +19.3% | -16.0% | -1.7% |
| YTD | +7.8% | +35.3% | -27.6% | -0.9% |
| 1Y | +10.7% | +33.8% | -23.0% | +2.1% |
| 3Y | +57.5% | +74.4% | -16.9% | +35.0% |
| 5Y | +53.7% | +120.5% | -66.8% | +23.5% |
| 10Y | +247.2% | +685.2% | -438.0% | +105.9% |
| All | +1,081.8% | +996.1% | +85.7% | +356.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling