+46.4%
DRAM vs MS
+17.8%
+28.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -3.0% | -3.1% |
| 7D | -14.7% | +0.8% | -15.5% | -14.7% |
| 30D | -28.9% | -0.7% | -28.2% | -27.2% |
| 3M | -18.1% | -12.4% | -5.7% | -0.8% |
| 6M | -23.0% | -1.7% | -21.3% | -13.5% |
| All | +46.4% | +17.8% | +28.6% | +51.0% |
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