+601.1%
MSI vs DLTR
+45.3%
+555.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.4% | -10.1% | +9.7% | +1.1% |
| 30D | -0.8% | -8.1% | +7.4% | +0.4% |
| 3M | +13.9% | +2.9% | +11.1% | +13.3% |
| 6M | +1.3% | +4.3% | -3.0% | +0.1% |
| YTD | +22.3% | -3.9% | +26.2% | +22.1% |
| 1Y | -3.9% | +18.9% | -22.7% | -7.3% |
| 3Y | +69.9% | +1.9% | +68.0% | +64.2% |
| 5Y | +103.8% | +31.0% | +72.8% | +83.1% |
| All | +601.1% | +45.3% | +555.8% | +489.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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