+611.0%
MS vs D
+44.7%
+566.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -5.9% |
| 7D | -3.4% | +6.9% | -10.3% | -5.8% |
| 30D | -3.9% | +12.3% | -16.2% | -8.2% |
| 3M | -15.9% | +3.0% | -18.9% | -17.0% |
| 6M | -2.5% | +12.8% | -15.3% | -7.5% |
| YTD | +5.1% | +22.6% | -17.5% | -4.0% |
| 1Y | +13.0% | +21.7% | -8.7% | +3.3% |
| 3Y | +160.7% | +83.9% | +76.7% | +95.8% |
| 5Y | +114.0% | +14.0% | +100.1% | +96.1% |
| All | +611.0% | +44.7% | +566.3% | +578.2% |
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