+692.8%
MS vs DG
+612.5%
+80.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | 0.0% |
| 7D | -1.6% | +1.1% | -2.6% | -1.8% |
| 30D | -3.8% | +9.5% | -13.3% | -5.6% |
| 3M | -14.6% | +5.5% | -20.1% | -15.8% |
| 6M | -5.1% | +16.1% | -21.2% | -8.7% |
| YTD | +4.5% | +2.7% | +1.8% | +2.8% |
| 1Y | +13.5% | +42.1% | -28.5% | +3.9% |
| 3Y | +160.4% | +19.3% | +141.1% | +136.0% |
| 5Y | +112.9% | -35.3% | +148.2% | +124.7% |
| 10Y | +633.4% | +123.9% | +509.5% | +432.9% |
| All | +692.8% | +612.5% | +80.3% | +300.9% |
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