+4,422.1%
MSI vs DOV
+6,514.7%
-2,092.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | +3.2% | +3.0% | +0.3% | +1.7% |
| 30D | +17.6% | +8.6% | +9.0% | +12.5% |
| 3M | +14.5% | +1.9% | +12.7% | +12.9% |
| 6M | +34.3% | -1.7% | +35.9% | +33.7% |
| YTD | +39.7% | +8.3% | +31.4% | +31.7% |
| 1Y | +40.2% | +16.6% | +23.6% | +27.1% |
| 3Y | +77.1% | +65.1% | +12.0% | +30.0% |
| 5Y | +124.0% | +29.2% | +94.9% | +83.6% |
| 10Y | +665.5% | +329.7% | +335.8% | +219.2% |
| All | +4,422.1% | +6,514.7% | -2,092.6% | +383.6% |
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 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