+13.0%
MS vs D
+22.0%
-9.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -6.0% |
| 7D | -3.4% | +6.9% | -10.3% | -2.9% |
| 30D | -3.9% | +12.3% | -16.2% | -2.9% |
| 3M | -15.9% | +3.0% | -18.9% | -15.8% |
| 6M | -2.5% | +12.8% | -15.3% | -1.3% |
| YTD | +5.1% | +22.6% | -17.5% | +9.0% |
| 1Y | +13.0% | +21.7% | -8.7% | +17.0% |
| All | +13.0% | +22.0% | -9.1% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling