+100.0%
MSI vs DOV
+16.3%
+83.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.1% |
| 7D | -4.0% | +1.3% | -5.3% | -4.4% |
| 30D | -0.5% | -8.6% | +8.2% | +2.6% |
| 3M | +11.4% | -13.1% | +24.5% | +16.4% |
| 6M | +1.0% | -8.8% | +9.8% | +3.3% |
| YTD | +20.7% | -1.2% | +21.9% | +19.5% |
| 1Y | -2.7% | +10.7% | -13.4% | -8.1% |
| 3Y | +68.2% | +39.3% | +28.9% | +37.8% |
| 5Y | +100.0% | +16.4% | +83.5% | +78.1% |
| All | +100.0% | +16.3% | +83.6% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling