+601.1%
MSI vs DKS
+206.3%
+394.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | -0.8% | -32.7% | +32.0% | +4.2% |
| 3M | +13.9% | -38.8% | +52.7% | +21.2% |
| 6M | +1.3% | -29.4% | +30.8% | +4.9% |
| YTD | +22.3% | -30.3% | +52.6% | +26.6% |
| 1Y | -3.9% | -39.6% | +35.7% | +1.6% |
| 3Y | +69.9% | +32.2% | +37.7% | +51.2% |
| 5Y | +103.8% | +15.1% | +88.7% | +78.7% |
| All | +601.1% | +206.3% | +394.7% | +355.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling