+122.2%
MS vs D
+13.5%
+108.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.2% |
| 30D | -0.7% | +10.9% | -11.6% | -3.6% |
| 3M | -12.4% | +2.8% | -15.2% | -13.1% |
| 6M | -1.7% | +12.7% | -14.4% | -5.5% |
| YTD | +8.0% | +20.3% | -12.3% | +1.4% |
| 1Y | +16.2% | +17.1% | -0.9% | +9.9% |
| 3Y | +171.3% | +75.1% | +96.1% | +118.0% |
| All | +122.2% | +13.5% | +108.8% | +107.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling