+607.1%
MS vs DG
+122.0%
+485.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | 0.0% |
| 7D | -1.6% | +1.1% | -2.6% | -1.7% |
| 30D | -3.8% | +9.5% | -13.3% | -5.3% |
| 3M | -14.6% | +5.5% | -20.1% | -15.6% |
| 6M | -5.1% | +16.1% | -21.2% | -8.1% |
| YTD | +4.5% | +2.7% | +1.8% | +3.1% |
| 1Y | +13.5% | +42.1% | -28.5% | +5.3% |
| 3Y | +160.4% | +19.3% | +141.1% | +139.1% |
| 5Y | +112.9% | -35.3% | +148.2% | +131.6% |
| All | +607.1% | +122.0% | +485.1% | +412.5% |
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