+44.5%
DVN vs MSI
-1.8%
+46.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +2.1% |
| 7D | +2.5% | -1.8% | +4.3% | +2.5% |
| 30D | +10.2% | -0.6% | +10.8% | +10.2% |
| 3M | +8.1% | +13.0% | -4.9% | +8.3% |
| 6M | +15.9% | +0.5% | +15.4% | +16.6% |
| YTD | +38.2% | +21.7% | +16.5% | +36.0% |
| 1Y | +44.5% | -2.6% | +47.1% | +39.3% |
| All | +44.5% | -1.8% | +46.2% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling