-5.7%
DT vs MSI
+28.6%
-34.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.5% |
| 7D | -25.5% | +2.8% | -28.3% | -25.5% |
| 30D | -22.3% | +9.1% | -31.4% | -22.2% |
| 3M | +2.3% | +12.5% | -10.2% | +2.9% |
| 6M | +20.7% | +14.2% | +6.5% | +20.7% |
| YTD | +7.9% | +30.7% | -22.8% | +8.6% |
| 1Y | -5.7% | +27.5% | -33.3% | -2.8% |
| All | -5.7% | +28.6% | -34.3% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling