+794.2%
MS vs DG
+105.6%
+688.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | 0.0% |
| 7D | +2.5% | -2.5% | +4.9% | +2.9% |
| 30D | 0.0% | +1.0% | -1.1% | -0.3% |
| 3M | +2.4% | +20.3% | -17.9% | -1.2% |
| 6M | +36.4% | -11.7% | +48.1% | +38.6% |
| YTD | +23.8% | -2.3% | +26.1% | +23.4% |
| 1Y | +48.6% | +20.0% | +28.6% | +42.1% |
| 3Y | +179.1% | +7.2% | +171.9% | +162.9% |
| 5Y | +144.8% | -37.9% | +182.8% | +167.8% |
| 10Y | +794.2% | +107.3% | +686.9% | +532.3% |
| All | +794.2% | +105.6% | +688.5% | +532.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling