+2,532.4%
MSI vs DKS
+6,842.3%
-4,309.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.5% |
| 7D | +3.2% | +6.3% | -3.1% | +1.8% |
| 30D | +17.6% | +9.3% | +8.3% | +14.9% |
| 3M | +14.5% | -25.3% | +39.8% | +19.9% |
| 6M | +34.3% | -29.2% | +63.4% | +41.4% |
| YTD | +39.7% | -22.7% | +62.5% | +43.2% |
| 1Y | +40.2% | -30.1% | +70.3% | +46.9% |
| 3Y | +77.1% | +45.6% | +31.5% | +46.3% |
| 5Y | +124.0% | +28.5% | +95.6% | +81.3% |
| 10Y | +665.5% | +235.2% | +430.3% | +315.5% |
| All | +2,532.4% | +6,842.3% | -4,309.8% | +532.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling