+99.3%
MSI vs DG
-37.3%
+136.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.7% |
| 7D | -5.8% | -2.5% | -3.3% | -5.5% |
| 30D | -1.0% | +1.0% | -2.0% | -1.1% |
| 3M | +14.2% | +20.3% | -6.2% | +11.9% |
| 6M | +1.0% | -11.7% | +12.8% | +1.9% |
| YTD | +21.5% | -2.3% | +23.8% | +21.3% |
| 1Y | -2.1% | +20.0% | -22.1% | -4.3% |
| 3Y | +69.3% | +7.2% | +62.1% | +64.7% |
| 5Y | +99.3% | -37.9% | +137.2% | +117.5% |
| All | +99.3% | -37.3% | +136.6% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling