+114.0%
MS vs DAR
-40.1%
+154.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.9% | -5.2% |
| 7D | -3.4% | -8.1% | +4.7% | -1.5% |
| 30D | -3.9% | -17.1% | +13.2% | +0.3% |
| 3M | -15.9% | -12.3% | -3.6% | -13.9% |
| 6M | -2.5% | -21.8% | +19.3% | +2.5% |
| YTD | +5.1% | +40.8% | -35.7% | -6.4% |
| 1Y | +13.0% | +57.4% | -44.4% | -2.6% |
| 3Y | +160.7% | +12.1% | +148.6% | +137.6% |
| 5Y | +114.0% | -40.2% | +154.2% | +153.5% |
| All | +114.0% | -40.1% | +154.2% | +153.5% |
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 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