+697.2%
MS vs DG
+635.1%
+62.1%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.6% | -3.4% | -5.4% |
| 7D | -3.4% | +6.1% | -9.5% | -4.5% |
| 30D | -3.9% | +11.9% | -15.9% | -6.2% |
| 3M | -15.9% | +9.3% | -25.2% | -17.6% |
| 6M | -2.5% | +19.1% | -21.6% | -6.7% |
| YTD | +5.1% | +5.9% | -0.8% | +2.7% |
| 1Y | +13.0% | +39.8% | -26.8% | +3.8% |
| 3Y | +160.7% | +23.4% | +137.3% | +134.6% |
| 5Y | +114.0% | -33.3% | +147.3% | +124.6% |
| 10Y | +637.5% | +131.0% | +506.4% | +432.6% |
| All | +697.2% | +635.1% | +62.1% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling