+899.7%
MSI vs DRI
+7,577.6%
-6,677.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| YTD | +22.8% | +20.6% | +2.2% | +15.6% |
| 1Y | -1.1% | +6.5% | -7.6% | -3.9% |
| 3Y | +70.5% | +53.7% | +16.8% | +47.0% |
| 5Y | +102.8% | +72.7% | +30.1% | +67.4% |
| 10Y | +597.4% | +363.2% | +234.3% | +297.8% |
| All | +899.7% | +7,577.6% | -6,677.9% | +188.5% |
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