+595.0%
MSI vs DAR
+367.0%
+228.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.6% |
| 7D | -5.8% | -0.9% | -4.9% | -5.6% |
| 30D | -1.0% | +13.0% | -13.9% | -3.5% |
| 3M | +14.2% | +15.0% | -0.8% | +10.7% |
| 6M | +1.0% | +26.8% | -25.8% | -4.1% |
| YTD | +21.5% | +86.4% | -65.0% | +6.9% |
| 1Y | -2.1% | +115.1% | -117.2% | -16.8% |
| 3Y | +69.3% | +14.6% | +54.7% | +59.6% |
| 5Y | +99.3% | -8.8% | +108.1% | +92.5% |
| 10Y | +595.0% | +356.5% | +238.5% | +311.5% |
| All | +595.0% | +367.0% | +228.0% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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