+145.1%
MS vs DAR
-11.0%
+156.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | -0.3% | +12.8% | -13.0% | -3.6% |
| 3M | +0.3% | +7.4% | -7.1% | -2.1% |
| 6M | +31.3% | +22.3% | +9.1% | +23.2% |
| YTD | +24.7% | +81.1% | -56.4% | +4.8% |
| 1Y | +47.9% | +106.5% | -58.6% | +18.9% |
| 3Y | +178.3% | +5.3% | +173.0% | +164.1% |
| All | +145.1% | -11.0% | +156.0% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling