+671.3%
MSI vs DG
+111.9%
+559.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +7.7% | -3.0% | +10.7% | +8.2% |
| 30D | +19.9% | +8.6% | +11.3% | +18.0% |
| 3M | +14.9% | +15.0% | -0.1% | +11.9% |
| 6M | +37.2% | +32.7% | +4.6% | +30.2% |
| YTD | +40.8% | +5.5% | +35.3% | +38.4% |
| 1Y | +38.1% | +34.6% | +3.5% | +29.8% |
| 3Y | +77.7% | +24.2% | +53.5% | +62.6% |
| 5Y | +129.0% | -32.3% | +161.3% | +144.5% |
| 10Y | +671.3% | +111.1% | +560.2% | +524.0% |
| All | +671.3% | +111.9% | +559.3% | +524.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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