+3,874.2%
MSI vs DTE
+3,490.8%
+383.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | +6.8% | -2.6% | +9.4% | +8.1% |
| 3M | +14.3% | -3.9% | +18.2% | +16.2% |
| 6M | -1.6% | -7.9% | +6.3% | +1.9% |
| YTD | +22.8% | +7.2% | +15.6% | +18.4% |
| 1Y | -1.1% | +3.1% | -4.2% | -3.0% |
| 3Y | +70.5% | +47.6% | +22.9% | +38.8% |
| 5Y | +102.8% | +32.7% | +70.1% | +72.3% |
| 10Y | +597.4% | +138.8% | +458.7% | +330.0% |
| All | +3,874.2% | +3,490.8% | +383.4% | +661.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling