+57.5%
DIA vs MS
+157.8%
-100.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.9% | -1.6% | +0.6% | -0.4% |
| 30D | +0.3% | -3.8% | +4.0% | +1.5% |
| 3M | -4.5% | -14.6% | +10.1% | +0.7% |
| 6M | +3.4% | -5.1% | +8.4% | +4.6% |
| YTD | +7.8% | +4.5% | +3.3% | +4.8% |
| 1Y | +10.7% | +13.5% | -2.8% | +4.5% |
| 3Y | +57.5% | +160.4% | -102.9% | +14.4% |
| All | +57.5% | +157.8% | -100.3% | +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