+601.1%
MSI vs DGX
+255.3%
+345.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.1% |
| 30D | -0.8% | -1.2% | +0.4% | -0.4% |
| 3M | +13.9% | +15.8% | -1.8% | +7.8% |
| 6M | +1.3% | +18.2% | -16.8% | -4.9% |
| YTD | +22.3% | +37.2% | -14.9% | +8.2% |
| 1Y | -3.9% | +30.4% | -34.2% | -13.6% |
| 3Y | +69.9% | +96.7% | -26.8% | +27.2% |
| 5Y | +103.8% | +67.2% | +36.6% | +61.0% |
| All | +601.1% | +255.3% | +345.7% | +301.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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