+553.7%
MS vs DG
+119.6%
+434.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.2% |
| 7D | +0.8% | +5.2% | -4.4% | 0.0% |
| 30D | -0.7% | +7.9% | -8.6% | -2.0% |
| 3M | -12.4% | +12.7% | -25.1% | -14.3% |
| 6M | -1.7% | +22.4% | -24.2% | -5.7% |
| YTD | +8.0% | +5.4% | +2.6% | +6.2% |
| 1Y | +16.2% | +39.4% | -23.2% | +8.4% |
| 3Y | +171.3% | +24.1% | +147.2% | +147.5% |
| 5Y | +124.8% | -32.2% | +156.9% | +141.4% |
| 10Y | +553.7% | +111.8% | +441.9% | +398.0% |
| All | +553.7% | +119.6% | +434.1% | +398.0% |
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