+556.2%
MS vs DAR
+290.1%
+266.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.4% | -0.2% |
| 7D | -1.7% | +3.6% | -5.3% | -3.0% |
| 30D | +0.9% | -11.3% | +12.2% | +5.1% |
| 3M | -10.8% | -13.1% | +2.3% | -7.0% |
| 6M | +0.9% | -15.1% | +16.0% | +5.4% |
| YTD | +9.8% | +50.5% | -40.7% | -8.7% |
| 1Y | +17.1% | +57.9% | -40.8% | -4.7% |
| 3Y | +175.7% | +28.9% | +146.8% | +127.5% |
| 5Y | +125.9% | -31.4% | +157.3% | +133.1% |
| 10Y | +556.2% | +301.0% | +255.1% | +167.9% |
| All | +556.2% | +290.1% | +266.1% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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