+303.3%
MS vs DASH
+16.3%
+286.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.0% |
| 7D | +1.4% | -10.6% | +11.9% | +3.1% |
| 30D | -0.3% | +2.2% | -2.4% | -0.7% |
| 3M | +0.3% | +32.3% | -32.0% | -4.6% |
| 6M | +31.3% | +19.1% | +12.2% | +26.7% |
| YTD | +24.7% | -6.5% | +31.2% | +24.7% |
| 1Y | +47.9% | -14.9% | +62.8% | +49.3% |
| 3Y | +178.3% | +151.9% | +26.4% | +140.5% |
| 5Y | +144.9% | +9.4% | +135.4% | +107.0% |
| All | +303.3% | +16.3% | +286.9% | +239.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling