+124.8%
MS vs DD
+70.0%
+54.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | +0.8% | +2.2% | -1.4% | -0.3% |
| 30D | -0.7% | +20.7% | -21.4% | -9.7% |
| 3M | -12.4% | +11.3% | -23.7% | -17.3% |
| 6M | -1.7% | +6.0% | -7.7% | -5.2% |
| YTD | +8.0% | +31.7% | -23.7% | -7.7% |
| 1Y | +16.2% | +32.2% | -16.0% | -1.0% |
| 3Y | +171.3% | +92.7% | +78.6% | +80.6% |
| 5Y | +124.8% | +72.1% | +52.7% | +51.4% |
| All | +124.8% | +70.0% | +54.8% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling