+38.1%
MSI vs DD
+30.9%
+7.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +7.7% | +3.2% | +4.5% | +7.5% |
| 30D | +19.9% | +20.3% | -0.4% | +19.1% |
| 3M | +14.9% | +8.2% | +6.8% | +14.5% |
| 6M | +37.2% | +3.4% | +33.8% | +37.0% |
| YTD | +40.8% | +30.6% | +10.1% | +34.2% |
| 1Y | +38.1% | +30.6% | +7.5% | +31.3% |
| All | +38.1% | +30.9% | +7.2% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling