+102.8%
MSI vs DAR
-11.0%
+113.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -3.7% | +1.4% | -5.0% | -3.9% |
| 30D | +6.8% | +12.8% | -6.0% | +5.1% |
| 3M | +14.3% | +7.4% | +6.9% | +13.0% |
| 6M | -1.6% | +22.3% | -23.8% | -4.5% |
| YTD | +22.8% | +81.1% | -58.3% | +13.2% |
| 1Y | -1.1% | +106.5% | -107.6% | -10.7% |
| 3Y | +70.5% | +5.3% | +65.2% | +69.9% |
| All | +102.8% | -11.0% | +113.8% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling