+47.3%
DLR vs MSI
+77.7%
-30.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.6% | +4.7% | -8.3% | -4.8% |
| 30D | -3.5% | +14.8% | -18.2% | -7.1% |
| 3M | -8.9% | +8.8% | -17.7% | -11.1% |
| 6M | -11.6% | +19.3% | -30.9% | -16.5% |
| YTD | +14.9% | +35.3% | -20.4% | +3.2% |
| 1Y | +6.4% | +33.8% | -27.3% | -4.0% |
| 3Y | +47.3% | +74.4% | -27.2% | -0.5% |
| All | +47.3% | +77.7% | -30.4% | -0.5% |
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