+240.0%
MS vs DASH
-1.1%
+241.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -4.4% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -3.9% | -7.1% | +3.2% | -2.9% |
| 3M | -15.9% | -13.2% | -2.7% | -14.3% |
| 6M | -2.5% | +8.3% | -10.8% | -4.6% |
| YTD | +5.1% | -20.6% | +25.7% | +7.5% |
| 1Y | +13.0% | -24.4% | +37.4% | +15.9% |
| 3Y | +160.7% | +94.5% | +66.1% | +133.8% |
| 5Y | +114.0% | -9.4% | +123.5% | +85.1% |
| All | +240.0% | -1.1% | +241.1% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling