+596.9%
MSI vs DRI
+348.4%
+248.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.2% |
| 7D | -4.0% | -4.8% | +0.8% | -2.8% |
| 30D | -0.5% | -3.9% | +3.5% | +0.5% |
| 3M | +11.4% | +5.1% | +6.3% | +9.7% |
| 6M | +1.0% | +5.5% | -4.5% | -1.0% |
| YTD | +20.7% | +16.5% | +4.2% | +15.0% |
| 1Y | -2.7% | +2.0% | -4.7% | -4.2% |
| 3Y | +68.2% | +54.5% | +13.7% | +45.7% |
| 5Y | +100.0% | +66.6% | +33.4% | +67.7% |
| 10Y | +596.9% | +353.6% | +243.3% | +361.3% |
| All | +596.9% | +348.4% | +248.4% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling