+38,743.4%
DHR vs MS
+5,088.7%
+33,654.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | +5.4% | -3.8% | +9.2% | +6.3% |
| 3M | +15.3% | -14.6% | +29.9% | +19.6% |
| 6M | +32.1% | -5.1% | +37.2% | +32.9% |
| YTD | +1.2% | +4.5% | -3.3% | -0.8% |
| 1Y | +10.1% | +13.5% | -3.4% | +5.8% |
| 3Y | +19.9% | +160.4% | -140.6% | -6.5% |
| 5Y | -8.8% | +112.9% | -121.6% | -25.9% |
| 10Y | +255.3% | +633.4% | -378.1% | +108.4% |
| All | +38,743.4% | +5,088.7% | +33,654.6% | +12,431.4% |
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