+127.7%
MS vs DASH
-4.2%
+131.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.3% | -4.1% | +2.6% |
| 7D | +2.6% | +17.2% | -14.5% | -0.5% |
| 30D | +2.6% | +3.6% | -0.9% | +1.7% |
| 3M | -10.1% | -1.9% | -8.2% | -10.2% |
| 6M | +4.4% | +15.1% | -10.7% | +0.3% |
| YTD | +11.7% | -12.3% | +24.1% | +12.8% |
| 1Y | +20.9% | -17.2% | +38.2% | +22.7% |
| 3Y | +177.1% | +114.7% | +62.4% | +135.6% |
| 5Y | +127.7% | -4.3% | +132.0% | +78.9% |
| All | +127.7% | -4.2% | +131.9% | +78.9% |
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 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