+1,596.4%
MSI vs DG
+606.1%
+990.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -3.7% | +8.4% | -12.1% | -5.1% |
| 30D | +6.8% | +4.9% | +1.9% | +5.9% |
| 3M | +14.3% | +29.3% | -15.0% | +9.0% |
| 6M | -1.6% | -11.3% | +9.7% | 0.0% |
| YTD | +22.8% | +1.8% | +21.0% | +21.7% |
| 1Y | -1.1% | +25.3% | -26.4% | -6.0% |
| 3Y | +70.5% | +9.1% | +61.4% | +60.5% |
| 5Y | +102.8% | -34.9% | +137.7% | +112.8% |
| 10Y | +597.4% | +108.2% | +489.3% | +465.6% |
| All | +1,596.4% | +606.1% | +990.3% | +832.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling