+6,288.2%
MS vs D
+1,321.2%
+4,967.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.4% | +1.5% | -0.1% | +0.5% |
| 30D | -0.3% | -2.6% | +2.3% | +1.3% |
| 3M | +0.3% | 0.0% | +0.3% | 0.0% |
| 6M | +31.3% | +7.4% | +24.0% | +24.3% |
| YTD | +24.7% | +15.9% | +8.8% | +12.2% |
| 1Y | +47.9% | +18.1% | +29.8% | +30.9% |
| 3Y | +178.3% | +58.4% | +120.0% | +97.5% |
| 5Y | +144.9% | +5.2% | +139.7% | +119.6% |
| 10Y | +804.5% | +35.9% | +768.7% | +529.4% |
| All | +6,288.2% | +1,321.2% | +4,967.0% | +1,195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling