+176.8%
MS vs DAR
+33.7%
+143.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.6% |
| 7D | +5.1% | +11.6% | -6.5% | +3.1% |
| 30D | +5.7% | -10.2% | +15.9% | +7.5% |
| 3M | -12.2% | -14.8% | +2.7% | -10.0% |
| 6M | -0.5% | -10.1% | +9.6% | +0.6% |
| YTD | +9.8% | +55.5% | -45.7% | -2.0% |
| 1Y | +17.7% | +61.7% | -44.0% | +4.0% |
| 3Y | +176.8% | +37.2% | +139.7% | +144.3% |
| All | +176.8% | +33.7% | +143.1% | +144.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling