-3.5%
MSI vs DBX
+11.3%
-14.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.5% |
| 7D | -4.0% | +0.3% | -4.2% | -3.9% |
| 30D | -0.5% | 0.0% | -0.5% | -0.4% |
| 3M | +11.4% | +26.1% | -14.7% | +14.2% |
| 6M | +1.0% | +29.4% | -28.4% | +5.6% |
| YTD | +20.7% | +24.4% | -3.8% | +25.8% |
| All | -3.5% | +11.3% | -14.7% | -0.3% |
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 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