+4,394.6%
MSI vs DD
+1,151.9%
+3,242.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +0.5% |
| 7D | +8.3% | +9.8% | -1.5% | +4.4% |
| 30D | +18.9% | +19.3% | -0.5% | +11.1% |
| 3M | +13.2% | +9.4% | +3.8% | +9.1% |
| 6M | +38.3% | +4.8% | +33.5% | +34.7% |
| YTD | +38.9% | +30.2% | +8.6% | +23.5% |
| 1Y | +36.7% | +32.2% | +4.5% | +20.7% |
| 3Y | +76.6% | +93.1% | -16.5% | +30.1% |
| 5Y | +124.5% | +68.0% | +56.5% | +71.2% |
| 10Y | +674.5% | +98.5% | +576.0% | +411.4% |
| All | +4,394.6% | +1,151.9% | +3,242.6% | +1,182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling