+16.2%
MS vs DE
+48.3%
-32.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +0.8% | +3.3% | -2.5% | +0.5% |
| 30D | -0.7% | +10.7% | -11.4% | -1.6% |
| 3M | -12.4% | +13.1% | -25.5% | -13.4% |
| 6M | -1.7% | +20.2% | -22.0% | -3.6% |
| YTD | +8.0% | +48.9% | -40.8% | +5.5% |
| 1Y | +16.2% | +46.6% | -30.4% | +13.5% |
| All | +16.2% | +48.3% | -32.1% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling