+69.1%
MSI vs DGX
+93.2%
-24.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.2% |
| 7D | -1.8% | -3.5% | +1.7% | -1.1% |
| 30D | -0.6% | -2.7% | +2.0% | -0.1% |
| 3M | +13.0% | +13.9% | -0.9% | +10.3% |
| 6M | +0.5% | +16.0% | -15.5% | -2.4% |
| YTD | +21.7% | +34.9% | -13.2% | +15.3% |
| 1Y | -2.6% | +30.6% | -33.2% | -7.4% |
| All | +69.1% | +93.2% | -24.1% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling