+176.8%
MS vs DBX
+25.2%
+151.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.2% |
| 7D | -1.7% | -8.1% | +6.4% | -0.4% |
| 30D | +0.9% | -4.9% | +5.8% | +1.6% |
| 3M | -10.8% | -2.7% | -8.1% | -10.8% |
| 6M | +0.9% | +25.2% | -24.3% | -4.4% |
| YTD | +9.8% | +19.3% | -9.5% | +4.7% |
| 1Y | +17.1% | +6.6% | +10.5% | +14.8% |
| All | +176.8% | +25.2% | +151.6% | +148.4% |
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