+120.5%
DVN vs MSI
+97.7%
+22.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -0.1% | -4.0% | +3.9% | +1.3% |
| 30D | +8.0% | -0.5% | +8.4% | +8.0% |
| 3M | +11.9% | +11.4% | +0.5% | +7.2% |
| 6M | +10.6% | +1.0% | +9.7% | +9.4% |
| YTD | +35.4% | +20.7% | +14.7% | +23.6% |
| 1Y | +46.5% | -2.7% | +49.2% | +46.5% |
| 3Y | +3.0% | +68.2% | -65.2% | -21.1% |
| 5Y | +120.5% | +100.0% | +20.6% | +61.9% |
| All | +120.5% | +97.7% | +22.8% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling