+174.8%
MS vs DD
+90.7%
+84.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +0.7% |
| 7D | +0.7% | +9.8% | -9.1% | -3.2% |
| 30D | -0.9% | +19.3% | -20.3% | -8.0% |
| 3M | -13.0% | +9.4% | -22.4% | -16.4% |
| 6M | -2.0% | +4.8% | -6.8% | -4.4% |
| YTD | +7.8% | +30.2% | -22.5% | -4.9% |
| 1Y | +17.9% | +32.2% | -14.4% | +3.3% |
| 3Y | +174.8% | +93.1% | +81.7% | +81.5% |
| All | +174.8% | +90.7% | +84.1% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling