+27.5%
MSI vs DBX
+22.5%
+5.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.0% | +1.4% |
| 7D | +2.8% | -1.1% | +3.9% | +2.7% |
| 30D | +9.1% | +5.0% | +4.1% | +9.5% |
| 3M | +12.5% | +4.6% | +7.9% | +13.0% |
| 6M | +14.2% | +43.9% | -29.7% | +20.5% |
| YTD | +30.7% | +29.9% | +0.9% | +37.8% |
| 1Y | +27.5% | +24.6% | +2.9% | +34.5% |
| All | +27.5% | +22.5% | +5.0% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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