+57.3%
DVN vs MSI
+664.3%
-607.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +10.4% | +3.2% | +7.1% | +8.5% |
| 30D | -6.7% | +17.6% | -24.3% | -14.6% |
| 3M | +5.6% | +14.5% | -8.9% | -2.2% |
| 6M | +0.7% | +34.3% | -33.6% | -15.3% |
| YTD | +29.6% | +39.7% | -10.2% | +4.7% |
| 1Y | +36.3% | +40.2% | -3.8% | +9.9% |
| 3Y | +13.2% | +77.1% | -64.0% | -23.2% |
| 5Y | +38.6% | +124.0% | -85.4% | -20.9% |
| All | +57.3% | +664.3% | -607.1% | -41.6% |
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 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