+13.5%
MS vs DAR
+54.9%
-41.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | -1.6% | -9.9% | +8.4% | -1.7% |
| 30D | -3.8% | -16.4% | +12.6% | -3.9% |
| 3M | -14.6% | -17.1% | +2.5% | -14.9% |
| 6M | -5.1% | -20.5% | +15.4% | -5.1% |
| YTD | +4.5% | +39.4% | -34.9% | -5.4% |
| 1Y | +13.5% | +57.2% | -43.7% | +0.5% |
| All | +13.5% | +54.9% | -41.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling