+808.5%
MS vs D
+35.0%
+773.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +1.4% | +0.4% | +0.9% | +1.2% |
| 30D | -0.3% | -3.6% | +3.3% | +1.1% |
| 3M | +0.3% | -1.0% | +1.3% | +0.5% |
| 6M | +31.3% | +6.3% | +25.1% | +27.4% |
| YTD | +24.7% | +14.7% | +10.0% | +17.0% |
| 1Y | +47.9% | +16.9% | +31.0% | +37.3% |
| 3Y | +178.3% | +56.8% | +121.5% | +123.3% |
| 5Y | +144.9% | +5.2% | +139.7% | +131.4% |
| All | +808.5% | +35.0% | +773.5% | +754.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling