+6,288.2%
MS vs DD
+1,087.2%
+5,201.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | 0.0% |
| 7D | +1.4% | -3.5% | +4.9% | +3.6% |
| 30D | -0.3% | -10.3% | +10.1% | +6.4% |
| 3M | +0.3% | -7.5% | +7.8% | +4.9% |
| 6M | +31.3% | -8.0% | +39.3% | +36.5% |
| YTD | +24.7% | +10.5% | +14.2% | +15.0% |
| 1Y | +47.9% | +38.3% | +9.6% | +17.6% |
| 3Y | +178.3% | +42.5% | +135.9% | +109.0% |
| 5Y | +144.9% | +60.2% | +84.7% | +66.8% |
| 10Y | +804.5% | +68.9% | +735.7% | +454.7% |
| All | +6,288.2% | +1,087.2% | +5,201.0% | +1,356.7% |
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