+161.8%
MS vs DASH
+94.5%
+67.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.4% | +3.5% | -3.6% |
| 7D | -3.4% | +0.5% | -3.9% | -3.5% |
| 30D | -3.9% | -7.1% | +3.2% | -2.4% |
| 3M | -15.9% | -13.2% | -2.7% | -13.5% |
| 6M | -2.5% | +8.3% | -10.8% | -6.2% |
| YTD | +5.1% | -20.6% | +25.7% | +9.3% |
| 1Y | +13.0% | -24.4% | +37.4% | +18.2% |
| All | +161.8% | +94.5% | +67.3% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling