+41.5%
DRAM vs MS
+13.9%
+27.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.9% |
| 7D | -18.2% | -1.6% | -16.6% | -15.6% |
| 30D | -34.5% | -3.8% | -30.8% | -30.0% |
| 3M | -23.6% | -14.6% | -9.0% | -4.4% |
| 6M | -19.3% | -5.1% | -14.2% | -5.1% |
| All | +41.5% | +13.9% | +27.6% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling