+102.8%
MSI vs DTE
+31.2%
+71.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.3% |
| 7D | -1.8% | -2.0% | +0.2% | -1.0% |
| 30D | -0.6% | -2.4% | +1.8% | +0.2% |
| 3M | +13.0% | -7.3% | +20.3% | +16.2% |
| 6M | +0.5% | -7.6% | +8.2% | +3.3% |
| YTD | +21.7% | +5.8% | +15.9% | +18.6% |
| 1Y | -2.6% | +2.3% | -5.0% | -3.9% |
| 3Y | +69.7% | +45.0% | +24.6% | +43.1% |
| 5Y | +102.8% | +33.2% | +69.6% | +79.6% |
| All | +102.8% | +31.2% | +71.6% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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