+144.8%
MS vs DBX
+7.2%
+137.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | +2.5% | -1.3% | +3.8% | +2.8% |
| 30D | 0.0% | -2.9% | +2.8% | +0.6% |
| 3M | +2.4% | +23.8% | -21.4% | -4.1% |
| 6M | +36.4% | +26.2% | +10.2% | +25.9% |
| YTD | +23.8% | +21.6% | +2.2% | +15.4% |
| 1Y | +48.6% | +11.4% | +37.2% | +41.8% |
| 3Y | +179.1% | +21.3% | +157.9% | +149.2% |
| 5Y | +144.8% | +6.7% | +138.2% | +114.4% |
| All | +144.8% | +7.2% | +137.6% | +114.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling