+542.0%
MS vs DD
+97.1%
+444.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +5.1% | +5.0% | +0.1% | +2.1% |
| 30D | +5.7% | +19.7% | -14.0% | -5.1% |
| 3M | -12.2% | +7.2% | -19.4% | -16.1% |
| 6M | -0.5% | +1.0% | -1.5% | -2.0% |
| YTD | +9.8% | +29.1% | -19.3% | -7.5% |
| 1Y | +17.7% | +28.5% | -10.7% | -0.7% |
| 3Y | +176.8% | +89.4% | +87.4% | +76.7% |
| 5Y | +123.7% | +67.1% | +56.6% | +50.9% |
| All | +542.0% | +97.1% | +444.8% | +226.1% |
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