+145.1%
MS vs DASH
+8.6%
+136.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.2% |
| 7D | +1.4% | -10.6% | +11.9% | +3.5% |
| 30D | -0.3% | +2.2% | -2.4% | -0.8% |
| 3M | +0.3% | +32.3% | -32.0% | -5.6% |
| 6M | +31.3% | +19.1% | +12.2% | +25.6% |
| YTD | +24.7% | -6.5% | +31.2% | +24.7% |
| 1Y | +47.9% | -14.9% | +62.8% | +49.7% |
| 3Y | +178.3% | +151.9% | +26.4% | +130.3% |
| All | +145.1% | +8.6% | +136.5% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling