+1,030.7%
MSI vs DRI
+8,100.2%
-7,069.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +8.3% | +3.1% | +5.2% | +7.4% |
| 30D | +18.9% | +16.2% | +2.6% | +14.0% |
| 3M | +13.2% | +8.4% | +4.8% | +10.4% |
| 6M | +38.3% | +19.0% | +19.3% | +31.0% |
| YTD | +38.9% | +28.8% | +10.0% | +28.2% |
| 1Y | +36.7% | +33.1% | +3.5% | +24.8% |
| 3Y | +76.6% | +70.8% | +5.8% | +47.7% |
| 5Y | +124.5% | +74.2% | +50.2% | +85.0% |
| 10Y | +674.5% | +345.5% | +329.0% | +346.7% |
| All | +1,030.7% | +8,100.2% | -7,069.6% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling