+4,545.2%
MS vs DAR
+1,762.6%
+2,782.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +1.4% | +1.4% | 0.0% | +1.2% |
| 30D | -0.3% | +12.8% | -13.0% | -1.7% |
| 3M | +0.3% | +7.4% | -7.1% | -0.7% |
| 6M | +31.3% | +22.3% | +9.1% | +27.9% |
| YTD | +24.7% | +81.1% | -56.4% | +16.0% |
| 1Y | +47.9% | +106.5% | -58.6% | +35.3% |
| 3Y | +178.3% | +5.3% | +173.0% | +170.9% |
| 5Y | +144.9% | -11.5% | +156.4% | +141.0% |
| 10Y | +804.5% | +353.3% | +451.2% | +655.8% |
| All | +4,545.2% | +1,762.6% | +2,782.6% | +3,892.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling