+4,456.3%
MSI vs DD
+1,155.7%
+3,300.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +7.7% | +3.2% | +4.5% | +6.3% |
| 30D | +19.9% | +20.3% | -0.4% | +11.8% |
| 3M | +14.9% | +8.2% | +6.8% | +11.2% |
| 6M | +37.2% | +3.4% | +33.8% | +34.3% |
| YTD | +40.8% | +30.6% | +10.1% | +25.0% |
| 1Y | +38.1% | +30.6% | +7.5% | +22.5% |
| 3Y | +77.7% | +91.1% | -13.4% | +31.5% |
| 5Y | +129.0% | +68.6% | +60.4% | +74.4% |
| 10Y | +671.3% | +99.9% | +571.4% | +407.9% |
| All | +4,456.3% | +1,155.7% | +3,300.5% | +1,198.3% |
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 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