+77.1%
MSI vs DLTR
+21.5%
+55.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.3% |
| 7D | +3.2% | +5.3% | -2.0% | +3.0% |
| 30D | +17.6% | +13.4% | +4.2% | +16.7% |
| 3M | +14.5% | +6.6% | +7.9% | +14.0% |
| 6M | +34.3% | +59.1% | -24.8% | +31.3% |
| YTD | +39.7% | +12.3% | +27.5% | +38.2% |
| 1Y | +40.2% | +33.9% | +6.3% | +37.9% |
| 3Y | +77.1% | +23.0% | +54.1% | +73.2% |
| All | +77.1% | +21.5% | +55.7% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling