+39.6%
DUK vs MSI
+97.7%
-58.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -0.1% | -4.0% | +3.9% | +0.8% |
| 30D | +0.2% | -0.5% | +0.7% | +0.3% |
| 3M | -1.9% | +11.4% | -13.3% | -4.5% |
| 6M | -6.5% | +1.0% | -7.5% | -7.1% |
| YTD | +5.4% | +20.7% | -15.2% | +0.1% |
| 1Y | +3.6% | -2.7% | +6.2% | +3.7% |
| 3Y | +48.1% | +68.2% | -20.1% | +26.1% |
| 5Y | +39.6% | +100.0% | -60.4% | +12.3% |
| All | +39.6% | +97.7% | -58.2% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling