+2,761.7%
DUK vs MSI
+4,605.3%
-1,843.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.9% | +3.2% | -1.3% | +1.5% |
| 30D | +8.9% | +17.6% | -8.7% | +6.7% |
| 3M | +5.6% | +14.5% | -9.0% | +3.7% |
| 6M | +7.0% | +34.3% | -27.3% | +2.9% |
| YTD | +14.0% | +39.7% | -25.7% | +9.0% |
| 1Y | +9.1% | +40.2% | -31.1% | +4.2% |
| 3Y | +67.6% | +77.1% | -9.6% | +54.9% |
| 5Y | +56.6% | +124.0% | -67.5% | +39.9% |
| 10Y | +159.8% | +665.5% | -505.7% | +101.7% |
| All | +2,761.7% | +4,605.3% | -1,843.6% | +1,441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling