+124.8%
MS vs DGX
+100.4%
+24.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.8% | +4.6% | -3.8% | -0.3% |
| 30D | -0.7% | +11.9% | -12.6% | -3.5% |
| 3M | -12.4% | +9.2% | -21.5% | -14.3% |
| 6M | -1.7% | +39.0% | -40.7% | -10.4% |
| YTD | +8.0% | +51.4% | -43.4% | -4.8% |
| 1Y | +16.2% | +42.6% | -26.4% | +4.4% |
| 3Y | +171.3% | +105.9% | +65.4% | +108.1% |
| 5Y | +124.8% | +96.6% | +28.2% | +62.5% |
| All | +124.8% | +100.4% | +24.4% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling