+3,340.7%
DLR vs MSI
+1,024.8%
+2,315.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -3.6% | +4.7% | -8.3% | -5.4% |
| 30D | -3.5% | +14.8% | -18.2% | -8.6% |
| 3M | -8.9% | +8.8% | -17.7% | -12.2% |
| 6M | -11.6% | +19.3% | -30.9% | -18.4% |
| YTD | +14.9% | +35.3% | -20.4% | +0.8% |
| 1Y | +6.4% | +33.8% | -27.3% | -6.3% |
| 3Y | +47.3% | +74.4% | -27.2% | +15.5% |
| 5Y | +32.8% | +120.5% | -87.7% | -5.8% |
| 10Y | +169.6% | +685.2% | -515.6% | +13.2% |
| All | +3,340.7% | +1,024.8% | +2,315.9% | +796.1% |
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 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