+235.9%
DIA vs MS
+576.8%
-340.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +0.9% | +0.8% | +0.1% | +0.5% |
| 30D | +1.1% | -0.7% | +1.8% | +1.3% |
| 3M | -2.9% | -12.4% | +9.5% | +2.6% |
| 6M | +5.9% | -1.7% | +7.6% | +5.9% |
| YTD | +9.8% | +8.0% | +1.7% | +4.5% |
| 1Y | +11.7% | +16.2% | -4.5% | +2.8% |
| 3Y | +59.5% | +171.3% | -111.8% | -3.2% |
| 5Y | +57.5% | +124.8% | -67.2% | +1.8% |
| 10Y | +235.9% | +553.7% | -317.7% | +30.6% |
| All | +235.9% | +576.8% | -340.9% | +30.6% |
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