+15.9%
MS vs DE
+49.1%
-33.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.8% |
| 7D | +0.7% | +3.5% | -2.8% | +0.4% |
| 30D | -0.9% | +11.3% | -12.3% | -1.9% |
| 3M | -13.0% | +11.6% | -24.6% | -13.9% |
| 6M | -2.0% | +20.9% | -22.8% | -3.9% |
| YTD | +7.8% | +49.7% | -41.9% | +5.1% |
| All | +15.9% | +49.1% | -33.2% | +13.2% |
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