+87.8%
DT vs MSI
+251.4%
-163.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.1% | +3.2% | -0.1% | +1.4% |
| 30D | -29.5% | +17.6% | -47.1% | -35.6% |
| 3M | -11.7% | +14.5% | -26.2% | -18.2% |
| 6M | +29.0% | +34.3% | -5.3% | +8.8% |
| YTD | +3.4% | +39.7% | -36.4% | -16.5% |
| 1Y | -4.2% | +40.2% | -44.4% | -22.9% |
| 3Y | -12.8% | +77.1% | -90.0% | -41.9% |
| 5Y | -39.6% | +124.0% | -163.6% | -66.1% |
| All | +87.8% | +251.4% | -163.6% | -23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling