+5,256.1%
MS vs DE
+17,545.6%
-12,289.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.2% |
| 30D | -3.8% | +2.3% | -6.0% | -5.3% |
| 3M | -14.6% | +9.5% | -24.1% | -19.9% |
| 6M | -5.1% | +14.1% | -19.2% | -13.8% |
| YTD | +4.5% | +45.4% | -40.9% | -19.1% |
| 1Y | +13.5% | +42.9% | -29.4% | -11.5% |
| 3Y | +160.4% | +84.8% | +75.6% | +70.3% |
| 5Y | +112.9% | +101.8% | +11.0% | +26.9% |
| 10Y | +633.4% | +788.0% | -154.6% | +75.9% |
| All | +5,256.1% | +17,545.6% | -12,289.4% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling