+40.2%
MSI vs DOV
+15.9%
+24.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +3.2% | +3.0% | +0.3% | +2.9% |
| 30D | +17.6% | +8.6% | +9.0% | +16.0% |
| 3M | +14.5% | +1.9% | +12.7% | +14.0% |
| 6M | +34.3% | -1.7% | +35.9% | +33.6% |
| YTD | +39.7% | +8.3% | +31.4% | +35.9% |
| 1Y | +40.2% | +16.6% | +23.6% | +34.6% |
| All | +40.2% | +15.9% | +24.3% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling