+397.4%
MSI vs DBX
+20.9%
+376.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.6% |
| 7D | -1.8% | -1.8% | +0.1% | -1.5% |
| 30D | -0.6% | +2.8% | -3.5% | -1.3% |
| 3M | +13.0% | +26.8% | -13.7% | +7.8% |
| 6M | +0.5% | +32.8% | -32.3% | -5.8% |
| YTD | +21.7% | +26.1% | -4.4% | +15.1% |
| 1Y | -2.6% | +14.1% | -16.7% | -6.3% |
| 3Y | +69.7% | +25.7% | +43.9% | +56.1% |
| 5Y | +102.8% | +11.2% | +91.6% | +86.6% |
| All | +397.4% | +20.9% | +376.5% | +308.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling