+102.8%
MSI vs DRI
+72.9%
+29.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | +6.8% | +3.8% | +3.0% | +5.6% |
| 3M | +14.3% | +13.0% | +1.3% | +10.2% |
| 6M | -1.6% | +8.3% | -9.9% | -4.2% |
| YTD | +22.8% | +20.6% | +2.2% | +15.5% |
| 1Y | -1.1% | +6.5% | -7.6% | -3.7% |
| 3Y | +70.5% | +53.7% | +16.8% | +43.3% |
| All | +102.8% | +72.9% | +29.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling