+810.2%
MS vs DD
+70.2%
+740.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +1.4% | -3.5% | +4.9% | +3.5% |
| 30D | -0.3% | -10.3% | +10.1% | +6.1% |
| 3M | +0.3% | -7.5% | +7.8% | +4.6% |
| 6M | +31.3% | -8.0% | +39.3% | +36.3% |
| YTD | +24.7% | +10.5% | +14.2% | +15.4% |
| 1Y | +47.9% | +38.3% | +9.6% | +18.6% |
| 3Y | +178.3% | +42.5% | +135.9% | +111.2% |
| 5Y | +144.9% | +60.2% | +84.7% | +67.8% |
| All | +810.2% | +70.2% | +740.0% | +383.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling