+2,541.1%
DUK vs MSI
+4,035.2%
-1,494.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | -1.7% | +6.8% | -8.5% | -2.6% |
| 3M | -0.4% | +14.3% | -14.7% | -2.2% |
| 6M | -7.2% | -1.6% | -5.7% | -7.3% |
| YTD | +5.3% | +22.8% | -17.5% | +2.3% |
| 1Y | +3.0% | -1.1% | +4.1% | +2.7% |
| 3Y | +53.1% | +70.5% | -17.4% | +42.2% |
| 5Y | +37.9% | +102.8% | -64.9% | +24.8% |
| 10Y | +124.8% | +597.4% | -472.6% | +76.8% |
| All | +2,541.1% | +4,035.2% | -1,494.1% | +1,346.6% |
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