+2,708.9%
MS vs DGX
+8,778.1%
-6,069.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | -1.5% | -1.2% | -0.3% | -1.0% |
| 3M | +1.4% | +15.8% | -14.4% | -5.6% |
| 6M | +34.7% | +18.2% | +16.5% | +23.9% |
| YTD | +22.7% | +37.2% | -14.5% | +5.1% |
| 1Y | +40.1% | +30.4% | +9.8% | +22.3% |
| 3Y | +181.4% | +96.7% | +84.7% | +100.3% |
| 5Y | +142.6% | +67.2% | +75.4% | +83.2% |
| 10Y | +799.1% | +253.9% | +545.2% | +366.0% |
| All | +2,708.9% | +8,778.1% | -6,069.2% | +454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling