-8.1%
DT vs MSI
+77.7%
-85.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -24.7% | +4.7% | -29.4% | -25.3% |
| 30D | -27.4% | +14.8% | -42.1% | -29.1% |
| 3M | -11.1% | +8.8% | -19.9% | -12.4% |
| 6M | +13.7% | +19.3% | -5.6% | +9.7% |
| YTD | +0.2% | +35.3% | -35.1% | -7.1% |
| 1Y | -5.7% | +33.8% | -39.5% | -12.3% |
| 3Y | -8.1% | +74.4% | -82.6% | -26.3% |
| All | -8.1% | +77.7% | -85.8% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling