+48.6%
MS vs DG
+18.0%
+30.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | +2.5% | -2.5% | +4.9% | +2.6% |
| 30D | 0.0% | +1.0% | -1.1% | -0.1% |
| 3M | +2.4% | +20.3% | -17.9% | +0.5% |
| 6M | +36.4% | -11.7% | +48.1% | +38.9% |
| YTD | +23.8% | -2.3% | +26.1% | +24.9% |
| 1Y | +48.6% | +20.0% | +28.6% | +45.7% |
| All | +48.6% | +18.0% | +30.6% | +45.7% |
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