+2,219.5%
MSI vs DKS
+6,292.4%
-4,073.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | -3.7% | +3.0% | -6.7% | -4.4% |
| 30D | +6.8% | -30.5% | +37.4% | +14.1% |
| 3M | +14.3% | -35.7% | +50.0% | +24.1% |
| 6M | -1.3% | -29.7% | +28.4% | +4.2% |
| YTD | +23.1% | -28.9% | +52.0% | +29.3% |
| 1Y | -0.8% | -35.9% | +35.0% | +6.2% |
| 3Y | +70.9% | +28.2% | +42.8% | +46.1% |
| 5Y | +103.3% | +11.8% | +91.5% | +70.5% |
| 10Y | +599.2% | +211.6% | +387.6% | +286.8% |
| All | +2,219.5% | +6,292.4% | -4,073.0% | +470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded DKS 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling