+17.1%
MS vs DG
+39.7%
-22.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.7% | -3.0% | +1.2% | -1.6% |
| 30D | +0.9% | +8.6% | -7.7% | +0.6% |
| 3M | -10.8% | +15.0% | -25.9% | -11.3% |
| 6M | +0.9% | +32.7% | -31.8% | -1.5% |
| YTD | +9.8% | +5.5% | +4.3% | +10.8% |
| 1Y | +17.1% | +34.6% | -17.5% | +16.8% |
| All | +17.1% | +39.7% | -22.6% | +16.8% |
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