+556.2%
MS vs DD
+99.0%
+457.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | -1.7% | +3.2% | -5.0% | -3.5% |
| 30D | +0.9% | +20.3% | -19.4% | -9.6% |
| 3M | -10.8% | +8.2% | -19.0% | -15.3% |
| 6M | +0.9% | +3.4% | -2.5% | -2.0% |
| YTD | +9.8% | +30.6% | -20.8% | -8.2% |
| 1Y | +17.1% | +30.6% | -13.6% | -2.2% |
| 3Y | +175.7% | +91.1% | +84.6% | +75.2% |
| 5Y | +125.9% | +68.6% | +57.3% | +51.7% |
| 10Y | +556.2% | +99.9% | +456.3% | +236.2% |
| All | +556.2% | +99.0% | +457.2% | +236.2% |
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