+66.6%
DVN vs MSI
+601.8%
-535.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.7% |
| 7D | +2.5% | -1.8% | +4.3% | +3.5% |
| 30D | +10.2% | -0.6% | +10.8% | +10.3% |
| 3M | +8.1% | +13.0% | -4.9% | +0.4% |
| 6M | +15.9% | +0.5% | +15.4% | +13.6% |
| YTD | +38.2% | +21.7% | +16.5% | +20.7% |
| 1Y | +44.5% | -2.6% | +47.1% | +43.0% |
| 3Y | +5.1% | +69.7% | -64.5% | -27.4% |
| 5Y | +124.3% | +102.8% | +21.5% | +34.9% |
| All | +66.6% | +601.8% | -535.3% | -30.1% |
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