+475.4%
MSI vs DBX
+14.3%
+461.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +1.1% |
| 7D | +7.7% | -8.1% | +15.8% | +9.3% |
| 30D | +19.9% | -4.9% | +24.8% | +20.9% |
| 3M | +14.9% | -2.7% | +17.6% | +15.1% |
| 6M | +37.2% | +25.2% | +12.1% | +30.8% |
| YTD | +40.8% | +19.3% | +21.5% | +34.2% |
| 1Y | +38.1% | +6.6% | +31.5% | +34.6% |
| 3Y | +77.7% | +24.6% | +53.1% | +63.0% |
| 5Y | +129.0% | +23.5% | +105.5% | +106.0% |
| All | +475.4% | +14.3% | +461.0% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling