+401.9%
MSI vs DBX
+20.1%
+381.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | -0.4% |
| 7D | -3.7% | -2.4% | -1.3% | -3.3% |
| 30D | +6.8% | -0.5% | +7.3% | +6.8% |
| 3M | +14.3% | +28.1% | -13.8% | +8.8% |
| 6M | -1.6% | +33.1% | -34.7% | -7.8% |
| YTD | +22.8% | +25.3% | -2.5% | +16.3% |
| 1Y | -1.1% | +18.3% | -19.5% | -5.6% |
| 3Y | +70.5% | +25.0% | +45.5% | +57.0% |
| 5Y | +102.8% | +7.5% | +95.3% | +87.9% |
| All | +401.9% | +20.1% | +381.8% | +312.5% |
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 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