+235.7%
DIA vs MS
+549.7%
-314.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +2.1% | +5.1% | -2.9% | -0.1% |
| 30D | +1.5% | +5.7% | -4.2% | -1.1% |
| 3M | -2.4% | -12.2% | +9.7% | +3.0% |
| 6M | +6.0% | -0.5% | +6.5% | +5.4% |
| YTD | +10.1% | +9.8% | +0.2% | +4.0% |
| 1Y | +11.8% | +17.7% | -5.9% | +2.3% |
| 3Y | +59.7% | +176.8% | -117.1% | -3.9% |
| 5Y | +57.9% | +123.7% | -65.8% | +2.3% |
| All | +235.7% | +549.7% | -314.0% | +29.8% |
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