+129.0%
MSI vs DBX
+20.7%
+108.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +1.1% |
| 7D | +7.7% | -8.1% | +15.8% | +9.0% |
| 30D | +19.9% | -4.9% | +24.8% | +20.7% |
| 3M | +14.9% | -2.7% | +17.6% | +15.1% |
| 6M | +37.2% | +25.2% | +12.1% | +31.7% |
| YTD | +40.8% | +19.3% | +21.5% | +35.5% |
| 1Y | +38.1% | +6.6% | +31.5% | +36.1% |
| 3Y | +77.7% | +24.6% | +53.1% | +62.4% |
| 5Y | +129.0% | +23.5% | +105.5% | +105.3% |
| All | +129.0% | +20.7% | +108.3% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling