+13.9%
MS vs DAR
+59.8%
-45.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.8% |
| 7D | +3.7% | +9.2% | -5.5% | +3.6% |
| 30D | +2.0% | -12.3% | +14.2% | +1.5% |
| 3M | -12.6% | -12.7% | +0.2% | -13.0% |
| 6M | -0.3% | -12.8% | +12.5% | -0.4% |
| YTD | +9.0% | +53.8% | -44.8% | -1.9% |
| 1Y | +13.9% | +60.3% | -46.4% | +1.9% |
| All | +13.9% | +59.8% | -45.9% | +1.9% |
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 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