+910.3%
MSI vs DLTR
+10,981.5%
-10,071.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | 0.0% |
| 7D | -5.8% | -5.8% | +0.1% | -4.7% |
| 30D | -1.0% | -5.2% | +4.3% | 0.0% |
| 3M | +14.2% | +15.2% | -1.0% | +10.8% |
| 6M | +1.0% | +7.1% | -6.1% | -1.2% |
| YTD | +21.5% | +0.8% | +20.6% | +19.9% |
| 1Y | -2.1% | +24.8% | -26.9% | -7.8% |
| 3Y | +69.3% | +6.9% | +62.4% | +58.6% |
| 5Y | +99.3% | +33.2% | +66.1% | +73.5% |
| 10Y | +595.0% | +51.6% | +543.5% | +461.0% |
| All | +910.3% | +10,981.5% | -10,071.2% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling