+35.4%
MSI vs DAR
+57.1%
-21.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +7.4% | -3.8% | +11.2% | +7.6% |
| 30D | +18.7% | -14.4% | +33.2% | +19.6% |
| 3M | +14.5% | -17.9% | +32.4% | +15.4% |
| 6M | +38.1% | -18.3% | +56.4% | +38.7% |
| YTD | +38.7% | +43.2% | -4.5% | +34.1% |
| 1Y | +35.4% | +57.7% | -22.3% | +29.9% |
| All | +35.4% | +57.1% | -21.7% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling