+803.2%
MS vs DGX
+244.3%
+558.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | -2.2% | +3.9% | +2.6% |
| 30D | 0.0% | -0.9% | +0.9% | +0.3% |
| 3M | +3.0% | +15.6% | -12.6% | -3.4% |
| 6M | +35.7% | +17.8% | +17.9% | +25.9% |
| YTD | +23.3% | +37.5% | -14.2% | +6.5% |
| 1Y | +44.7% | +31.2% | +13.5% | +27.1% |
| 3Y | +178.0% | +96.6% | +81.4% | +98.3% |
| 5Y | +143.2% | +64.9% | +78.3% | +85.3% |
| 10Y | +803.2% | +254.6% | +548.6% | +343.6% |
| All | +803.2% | +244.3% | +558.9% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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