+99.3%
MSI vs DD
+61.7%
+37.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -5.8% | -0.6% | -5.2% | -5.6% |
| 30D | -1.0% | -7.4% | +6.4% | +0.7% |
| 3M | +14.2% | -6.4% | +20.6% | +15.6% |
| 6M | +1.0% | -2.5% | +3.5% | +0.8% |
| YTD | +21.5% | +10.2% | +11.2% | +16.9% |
| 1Y | -2.1% | +36.9% | -39.1% | -11.5% |
| 3Y | +69.3% | +47.0% | +22.3% | +45.2% |
| 5Y | +99.3% | +63.1% | +36.2% | +60.6% |
| All | +99.3% | +61.7% | +37.6% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling