+5,285.6%
MS vs DD
+1,207.5%
+4,078.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.8% | -2.1% | -3.6% |
| 7D | -3.4% | +3.1% | -6.5% | -5.5% |
| 30D | -3.9% | +8.7% | -12.7% | -9.1% |
| 3M | -15.9% | -1.2% | -14.7% | -15.9% |
| 6M | -2.5% | -1.1% | -1.4% | -2.9% |
| YTD | +5.1% | +21.7% | -16.6% | -9.1% |
| 1Y | +13.0% | +24.0% | -11.1% | -3.6% |
| 3Y | +160.7% | +75.6% | +85.0% | +71.5% |
| 5Y | +114.0% | +58.2% | +55.9% | +47.2% |
| 10Y | +637.5% | +88.0% | +549.5% | +321.2% |
| All | +5,285.6% | +1,207.5% | +4,078.1% | +1,051.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling