+1,171.8%
DVN vs MSI
+4,035.2%
-2,863.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +1.5% | -3.7% | +5.2% | +2.3% |
| 30D | +14.2% | +6.8% | +7.4% | +12.4% |
| 3M | +5.2% | +14.3% | -9.1% | +1.9% |
| 6M | +11.9% | -1.6% | +13.4% | +11.6% |
| YTD | +32.8% | +22.8% | +10.0% | +26.0% |
| 1Y | +38.6% | -1.1% | +39.7% | +37.7% |
| 3Y | +0.5% | +70.5% | -69.9% | -11.7% |
| 5Y | +111.0% | +102.8% | +8.2% | +78.0% |
| 10Y | +56.1% | +597.4% | -541.3% | +5.3% |
| All | +1,171.8% | +4,035.2% | -2,863.4% | +464.7% |
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