+181.3%
MS vs DE
+71.7%
+109.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.4% | +10.0% | -8.7% | -1.9% |
| 30D | -0.3% | +13.3% | -13.6% | -4.6% |
| 3M | +0.3% | +17.5% | -17.2% | -5.6% |
| 6M | +31.3% | +13.6% | +17.8% | +24.7% |
| YTD | +24.7% | +49.8% | -25.1% | +4.0% |
| 1Y | +47.9% | +47.9% | 0.0% | +23.5% |
| All | +181.3% | +71.7% | +109.6% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling