+3,595.7%
DLR vs MSI
+920.6%
+2,675.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +1.6% | -3.7% | +5.3% | +3.0% |
| 30D | -3.4% | +6.8% | -10.2% | -6.1% |
| 3M | +0.5% | +14.3% | -13.8% | -5.1% |
| 6M | +4.6% | -1.6% | +6.1% | +4.1% |
| YTD | +23.4% | +22.8% | +0.6% | +12.6% |
| 1Y | +19.0% | -1.1% | +20.1% | +17.8% |
| 3Y | +56.5% | +70.5% | -13.9% | +24.0% |
| 5Y | +33.3% | +102.8% | -69.5% | -2.1% |
| 10Y | +165.1% | +597.4% | -432.3% | +16.8% |
| All | +3,595.7% | +920.6% | +2,675.0% | +901.5% |
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 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