+596.9%
MSI vs DD
+64.9%
+531.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.1% |
| 7D | -4.0% | -3.8% | -0.2% | -2.8% |
| 30D | -0.5% | -9.2% | +8.8% | +2.5% |
| 3M | +11.4% | -9.0% | +20.4% | +14.2% |
| 6M | +1.0% | -5.0% | +5.9% | +1.5% |
| YTD | +20.7% | +7.4% | +13.3% | +16.0% |
| 1Y | -2.7% | +35.1% | -37.8% | -13.7% |
| 3Y | +68.2% | +43.2% | +25.0% | +41.3% |
| 5Y | +100.0% | +59.6% | +40.3% | +57.7% |
| 10Y | +596.9% | +66.5% | +530.4% | +367.6% |
| All | +596.9% | +64.9% | +531.9% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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