+437.8%
MS vs DBX
+20.1%
+417.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | +0.3% | +28.1% | -27.8% | -6.9% |
| 6M | +31.3% | +33.1% | -1.8% | +19.5% |
| YTD | +24.7% | +25.3% | -0.6% | +15.3% |
| 1Y | +47.9% | +18.3% | +29.6% | +38.4% |
| 3Y | +178.3% | +25.0% | +153.3% | +149.7% |
| 5Y | +144.9% | +7.5% | +137.4% | +122.8% |
| All | +437.8% | +20.1% | +417.7% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling