+160.4%
MS vs DE
+82.4%
+78.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | -3.8% | +2.3% | -6.0% | -4.5% |
| 3M | -14.6% | +9.5% | -24.1% | -17.4% |
| 6M | -5.1% | +14.1% | -19.2% | -9.8% |
| YTD | +4.5% | +45.4% | -40.9% | -11.5% |
| 1Y | +13.5% | +42.9% | -29.4% | -3.4% |
| 3Y | +160.4% | +84.8% | +75.6% | +95.3% |
| All | +160.4% | +82.4% | +78.0% | +95.3% |
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