+596.9%
MSI vs DG
+102.6%
+494.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -4.0% | -4.8% | +0.9% | -3.2% |
| 30D | -0.5% | +1.8% | -2.2% | -0.8% |
| 3M | +11.4% | +14.5% | -3.1% | +8.7% |
| 6M | +1.0% | -13.6% | +14.5% | +2.9% |
| YTD | +20.7% | -4.8% | +25.5% | +21.0% |
| 1Y | -2.7% | +21.6% | -24.3% | -6.9% |
| 3Y | +68.2% | +4.5% | +63.7% | +59.7% |
| 5Y | +100.0% | -38.5% | +138.4% | +117.0% |
| 10Y | +596.9% | +102.2% | +494.7% | +469.7% |
| All | +596.9% | +102.6% | +494.3% | +469.7% |
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