+182.7%
MS vs DHI
+22.0%
+160.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.7% | -2.3% | +4.0% | +2.1% |
| 30D | 0.0% | -5.3% | +5.3% | +0.9% |
| 3M | +3.0% | -7.8% | +10.8% | +4.1% |
| 6M | +35.7% | -5.4% | +41.0% | +36.2% |
| YTD | +23.3% | -2.7% | +26.0% | +22.8% |
| 1Y | +44.7% | -21.0% | +65.6% | +49.2% |
| All | +182.7% | +22.0% | +160.7% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling