-2.1%
MSI vs DRI
+4.8%
-7.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -5.8% | -1.2% | -4.5% | -5.7% |
| 30D | -1.0% | -0.4% | -0.6% | -1.0% |
| 3M | +14.2% | +9.5% | +4.6% | +13.2% |
| 6M | +1.0% | +6.5% | -5.4% | +0.3% |
| YTD | +21.5% | +18.4% | +3.0% | +20.4% |
| 1Y | -2.1% | +4.2% | -6.3% | -3.2% |
| All | -2.1% | +4.8% | -7.0% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling