+794.2%
MS vs DE
+849.6%
-55.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.3% |
| 7D | +2.5% | +0.7% | +1.8% | +2.0% |
| 30D | 0.0% | +9.6% | -9.7% | -5.5% |
| 3M | +2.4% | +19.0% | -16.5% | -8.0% |
| 6M | +36.4% | +16.1% | +20.3% | +23.3% |
| YTD | +23.8% | +47.0% | -23.2% | -4.0% |
| 1Y | +48.6% | +43.1% | +5.5% | +16.4% |
| 3Y | +179.1% | +77.5% | +101.6% | +87.4% |
| 5Y | +144.8% | +96.4% | +48.5% | +46.3% |
| 10Y | +794.2% | +852.9% | -58.7% | +88.1% |
| All | +794.2% | +849.6% | -55.4% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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