+1,001.8%
MSI vs DRI
+7,978.2%
-6,976.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.7% | +2.8% | +1.9% | +3.8% |
| 30D | +14.8% | +13.3% | +1.5% | +10.8% |
| 3M | +8.8% | +8.2% | +0.6% | +6.1% |
| 6M | +19.3% | +17.5% | +1.8% | +13.4% |
| YTD | +35.3% | +26.9% | +8.4% | +25.4% |
| 1Y | +33.8% | +31.6% | +2.2% | +22.6% |
| 3Y | +74.4% | +67.0% | +7.5% | +46.8% |
| 5Y | +120.5% | +72.9% | +47.6% | +82.1% |
| 10Y | +685.2% | +371.3% | +313.9% | +345.5% |
| All | +1,001.8% | +7,978.2% | -6,976.3% | +213.0% |
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 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