+141.4%
DKNG vs MSI
+200.4%
-59.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -2.3% | -4.0% | +1.7% | -0.1% |
| 30D | -2.5% | -0.5% | -2.1% | -2.4% |
| 3M | -14.2% | +11.4% | -25.6% | -19.4% |
| 6M | -6.0% | +1.0% | -6.9% | -7.3% |
| YTD | -31.3% | +20.7% | -52.0% | -39.5% |
| 1Y | -48.5% | -2.7% | -45.8% | -48.8% |
| 3Y | -25.7% | +68.2% | -93.9% | -49.5% |
| 5Y | -62.8% | +100.0% | -162.8% | -78.0% |
| All | +141.4% | +200.4% | -59.0% | +18.6% |
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