+65.7%
DIA vs MS
+145.3%
-79.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| YTD | +12.1% | +24.7% | -12.6% | +2.0% |
| 1Y | +18.6% | +47.9% | -29.3% | +0.8% |
| 3Y | +60.6% | +178.3% | -117.7% | +4.1% |
| All | +65.7% | +145.3% | -79.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling