+3,816.1%
MS vs DAR
+1,348.6%
+2,467.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.9% | -5.6% |
| 7D | -3.4% | -8.1% | +4.7% | -2.5% |
| 30D | -3.9% | -17.1% | +13.2% | -2.0% |
| 3M | -15.9% | -12.3% | -3.6% | -14.9% |
| 6M | -2.5% | -21.8% | +19.3% | -0.2% |
| YTD | +5.1% | +40.8% | -35.7% | +0.5% |
| 1Y | +13.0% | +57.4% | -44.4% | +6.6% |
| 3Y | +160.7% | +12.1% | +148.6% | +152.1% |
| 5Y | +114.0% | -40.2% | +154.2% | +119.7% |
| 10Y | +637.5% | +280.1% | +357.4% | +529.1% |
| All | +3,816.1% | +1,348.6% | +2,467.6% | +3,357.3% |
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 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