+1,124.9%
MSI vs DAR
+1,334.0%
-209.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.7% | -9.9% | +14.6% | +5.5% |
| 30D | +14.8% | -16.4% | +31.1% | +16.2% |
| 3M | +8.8% | -17.1% | +25.9% | +10.1% |
| 6M | +19.3% | -20.5% | +39.8% | +21.0% |
| YTD | +35.3% | +39.4% | -4.1% | +31.6% |
| 1Y | +33.8% | +57.2% | -23.5% | +28.9% |
| 3Y | +74.4% | +13.9% | +60.6% | +69.9% |
| 5Y | +120.5% | -40.8% | +161.3% | +123.5% |
| 10Y | +685.2% | +276.2% | +409.0% | +593.1% |
| All | +1,124.9% | +1,334.0% | -209.1% | +947.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling