+578.8%
MS vs DAR
+288.2%
+290.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.7% | -1.5% | +1.4% |
| 7D | +0.7% | -2.8% | +3.5% | +1.7% |
| 30D | -0.9% | -12.8% | +11.9% | +3.8% |
| 3M | -13.0% | -11.6% | -1.4% | -9.9% |
| 6M | -2.0% | -16.8% | +14.8% | +3.1% |
| YTD | +7.8% | +45.9% | -38.1% | -9.3% |
| 1Y | +17.9% | +61.5% | -43.6% | -5.0% |
| 3Y | +174.8% | +23.0% | +151.8% | +131.1% |
| 5Y | +119.9% | -35.8% | +155.7% | +133.5% |
| 10Y | +578.8% | +280.4% | +298.5% | +183.2% |
| All | +578.8% | +288.2% | +290.6% | +183.2% |
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