+61.6%
DIA vs MS
+178.0%
-116.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | -1.5% | -0.3% | -1.3% | -1.5% |
| 3M | +3.8% | +0.3% | +3.5% | +3.3% |
| 6M | +10.3% | +31.3% | -21.1% | -0.3% |
| YTD | +12.1% | +24.7% | -12.6% | +2.9% |
| 1Y | +18.6% | +47.9% | -29.3% | +2.3% |
| All | +61.6% | +178.0% | -116.5% | +12.4% |
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