+208.4%
DHR vs MS
+803.8%
-595.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -0.8% | +2.5% | -3.3% | -1.6% |
| 30D | +0.2% | 0.0% | +0.3% | +0.1% |
| 3M | +12.1% | +2.4% | +9.6% | +10.4% |
| 6M | +5.4% | +36.4% | -31.0% | -5.9% |
| YTD | -10.0% | +23.8% | -33.8% | -17.3% |
| 1Y | +4.1% | +48.6% | -44.5% | -10.5% |
| 3Y | -5.2% | +179.1% | -184.3% | -35.5% |
| 5Y | -28.2% | +144.8% | -173.1% | -49.9% |
| 10Y | +208.4% | +794.2% | -585.8% | +32.0% |
| All | +208.4% | +803.8% | -595.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling