+59.7%
DIA vs MS
+177.9%
-118.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.1% | +5.1% | -2.9% | +0.4% |
| 30D | +1.5% | +5.7% | -4.2% | -0.5% |
| 3M | -2.4% | -12.2% | +9.7% | +1.9% |
| 6M | +6.0% | -0.5% | +6.5% | +5.5% |
| YTD | +10.1% | +9.8% | +0.2% | +5.2% |
| 1Y | +11.8% | +17.7% | -5.9% | +4.1% |
| 3Y | +59.7% | +176.8% | -117.1% | +14.4% |
| All | +59.7% | +177.9% | -118.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling