+773.9%
MS vs DHI
+405.9%
+368.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -2.1% | -6.1% | +4.1% | -0.1% |
| 30D | -1.1% | -10.1% | +9.0% | +2.2% |
| 3M | +3.5% | -7.3% | +10.8% | +5.4% |
| 6M | +33.7% | -6.1% | +39.9% | +35.1% |
| YTD | +21.8% | -5.0% | +26.8% | +21.9% |
| 1Y | +41.1% | -22.1% | +63.2% | +50.1% |
| 3Y | +174.5% | +19.2% | +155.3% | +138.6% |
| 5Y | +140.7% | +59.4% | +81.2% | +80.1% |
| All | +773.9% | +405.9% | +368.1% | +304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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