+663.4%
MSI vs DKS
+226.4%
+437.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.3% |
| 7D | +3.2% | +6.3% | -3.1% | +2.3% |
| 30D | +17.6% | +9.3% | +8.3% | +15.9% |
| 3M | +14.5% | -25.3% | +39.8% | +18.1% |
| 6M | +34.3% | -29.2% | +63.4% | +39.0% |
| YTD | +39.7% | -22.7% | +62.5% | +42.1% |
| 1Y | +40.2% | -30.1% | +70.3% | +44.7% |
| 3Y | +77.1% | +45.6% | +31.5% | +55.2% |
| 5Y | +124.0% | +28.5% | +95.6% | +93.1% |
| All | +663.4% | +226.4% | +437.0% | +384.2% |
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