+160.4%
MS vs DBX
+33.4%
+127.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | 0.0% |
| 7D | -1.6% | -4.4% | +2.8% | -0.8% |
| 30D | -3.8% | +4.8% | -8.6% | -4.6% |
| 3M | -14.6% | +0.3% | -14.9% | -14.9% |
| 6M | -5.1% | +40.4% | -45.4% | -12.5% |
| YTD | +4.5% | +24.7% | -20.2% | -1.0% |
| 1Y | +13.5% | +20.9% | -7.3% | +8.1% |
| 3Y | +160.4% | +34.5% | +125.9% | +130.0% |
| All | +160.4% | +33.4% | +127.0% | +130.0% |
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