+100.0%
MSI vs DKS
+15.5%
+84.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | -4.0% | -2.9% | -1.1% | -3.7% |
| 30D | -0.5% | -37.7% | +37.3% | +4.6% |
| 3M | +11.4% | -38.9% | +50.3% | +17.2% |
| 6M | +1.0% | -31.1% | +32.1% | +4.0% |
| YTD | +20.7% | -31.8% | +52.5% | +24.3% |
| 1Y | -2.7% | -38.0% | +35.4% | +1.4% |
| 3Y | +68.2% | +28.6% | +39.6% | +47.7% |
| 5Y | +100.0% | +12.5% | +87.4% | +69.4% |
| All | +100.0% | +15.5% | +84.5% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling