+69.1%
MSI vs DLTR
+1.8%
+67.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.9% |
| 7D | -1.8% | -9.4% | +7.7% | -1.3% |
| 30D | -0.6% | -7.3% | +6.7% | -0.3% |
| 3M | +13.0% | +7.6% | +5.5% | +12.7% |
| 6M | +0.5% | +1.6% | -1.1% | +0.2% |
| YTD | +21.7% | -3.5% | +25.2% | +21.5% |
| 1Y | -2.6% | +20.0% | -22.7% | -3.6% |
| All | +69.1% | +1.8% | +67.2% | +67.4% |
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