+3,457.2%
DLR vs MSI
+1,054.2%
+2,403.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.4% |
| 7D | +2.4% | +8.3% | -6.0% | -0.8% |
| 30D | +0.7% | +18.9% | -18.1% | -5.8% |
| 3M | -6.4% | +13.2% | -19.6% | -11.1% |
| 6M | -6.5% | +38.3% | -44.8% | -18.2% |
| YTD | +18.8% | +38.9% | -20.1% | +3.2% |
| 1Y | +9.0% | +36.7% | -27.6% | -4.8% |
| 3Y | +54.5% | +76.6% | -22.1% | +20.7% |
| 5Y | +35.8% | +124.5% | -88.6% | -4.3% |
| 10Y | +177.5% | +674.5% | -497.0% | +17.2% |
| All | +3,457.2% | +1,054.2% | +2,403.0% | +817.5% |
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