+125.9%
DUK vs MSI
+601.8%
-475.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.1% |
| 30D | -2.2% | -0.6% | -1.6% | -2.1% |
| 3M | -3.7% | +13.0% | -16.7% | -7.5% |
| 6M | -6.3% | +0.5% | -6.9% | -7.1% |
| YTD | +4.5% | +21.7% | -17.2% | -2.6% |
| 1Y | +1.8% | -2.6% | +4.4% | +1.7% |
| 3Y | +46.8% | +69.7% | -22.8% | +20.1% |
| 5Y | +40.2% | +102.8% | -62.5% | +6.2% |
| All | +125.9% | +601.8% | -475.9% | +38.7% |
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