+3,874.2%
MSI vs DOV
+5,976.9%
-2,102.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -3.7% | -2.7% | -1.0% | -2.5% |
| 30D | +6.8% | -8.1% | +14.9% | +11.3% |
| 3M | +14.3% | -9.4% | +23.7% | +19.1% |
| 6M | -1.6% | -12.6% | +11.0% | +4.0% |
| YTD | +22.8% | -0.5% | +23.3% | +21.2% |
| 1Y | -1.1% | +9.2% | -10.4% | -7.4% |
| 3Y | +70.5% | +34.1% | +36.3% | +39.4% |
| 5Y | +102.8% | +17.3% | +85.5% | +74.9% |
| 10Y | +597.4% | +284.9% | +312.5% | +206.4% |
| All | +3,874.2% | +5,976.9% | -2,102.7% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling