+112.2%
DT vs MSI
+203.4%
-91.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | -0.5% | -4.0% | +3.4% | +1.6% |
| 30D | +0.1% | -0.5% | +0.5% | +0.3% |
| 3M | +24.1% | +11.4% | +12.7% | +16.2% |
| 6M | +30.1% | +1.0% | +29.1% | +27.5% |
| YTD | +16.8% | +20.7% | -3.9% | +2.3% |
| 1Y | -0.1% | -2.7% | +2.6% | -1.0% |
| 3Y | +6.8% | +68.2% | -61.4% | -27.6% |
| 5Y | -28.4% | +100.0% | -128.3% | -57.3% |
| All | +112.2% | +203.4% | -91.3% | -5.9% |
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