+607.1%
MS vs DAR
+268.8%
+338.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.6% | -9.9% | +8.4% | +2.2% |
| 30D | -3.8% | -16.4% | +12.6% | +2.3% |
| 3M | -14.6% | -17.1% | +2.5% | -9.5% |
| 6M | -5.1% | -20.5% | +15.4% | +1.5% |
| YTD | +4.5% | +39.4% | -34.9% | -10.6% |
| 1Y | +13.5% | +57.2% | -43.7% | -7.6% |
| 3Y | +160.4% | +13.9% | +146.5% | +125.6% |
| 5Y | +112.9% | -40.8% | +153.7% | +133.8% |
| All | +607.1% | +268.8% | +338.3% | +199.6% |
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