+34,870.5%
DHR vs MS
+6,088.6%
+28,781.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.9% | +1.4% | -5.3% | -4.2% |
| 30D | +4.0% | -0.3% | +4.3% | +4.0% |
| 3M | +11.5% | +0.3% | +11.2% | +10.9% |
| 6M | +1.9% | +31.3% | -29.5% | -5.1% |
| YTD | -8.9% | +24.7% | -33.6% | -14.2% |
| 1Y | +5.1% | +47.9% | -42.8% | -5.2% |
| 3Y | -10.3% | +178.3% | -188.6% | -31.1% |
| 5Y | -27.8% | +144.9% | -172.7% | -43.3% |
| 10Y | +203.6% | +804.5% | -600.9% | +69.7% |
| All | +34,870.5% | +6,088.6% | +28,781.9% | +10,730.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling