+578.8%
MS vs DE
+798.9%
-220.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +1.5% |
| 7D | +0.7% | +3.5% | -2.8% | -1.1% |
| 30D | -0.9% | +11.3% | -12.3% | -6.6% |
| 3M | -13.0% | +11.6% | -24.6% | -18.9% |
| 6M | -2.0% | +20.9% | -22.8% | -13.3% |
| YTD | +7.8% | +49.7% | -41.9% | -17.5% |
| 1Y | +17.9% | +49.5% | -31.6% | -10.0% |
| 3Y | +174.8% | +94.7% | +80.1% | +74.1% |
| 5Y | +119.9% | +107.4% | +12.5% | +27.3% |
| 10Y | +578.8% | +793.2% | -214.3% | +65.4% |
| All | +578.8% | +798.9% | -220.0% | +65.4% |
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