+181.3%
MS vs DBX
+26.1%
+155.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | -0.3% | -0.5% | +0.2% | -0.2% |
| 3M | +0.3% | +28.1% | -27.8% | -4.8% |
| 6M | +31.3% | +33.1% | -1.8% | +22.7% |
| YTD | +24.7% | +25.3% | -0.6% | +18.2% |
| 1Y | +47.9% | +18.3% | +29.6% | +41.6% |
| All | +181.3% | +26.1% | +155.2% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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