+20.9%
MS vs DG
+45.3%
-24.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.3% | +3.8% |
| 7D | +2.6% | +12.3% | -9.6% | +2.2% |
| 30D | +2.6% | +19.3% | -16.7% | +1.8% |
| 3M | -10.1% | +11.9% | -21.9% | -10.6% |
| 6M | +4.4% | +25.0% | -20.6% | +2.7% |
| YTD | +11.7% | +8.7% | +3.0% | +12.5% |
| 1Y | +20.9% | +44.7% | -23.7% | +18.4% |
| All | +20.9% | +45.3% | -24.3% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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