+6,288.2%
MS vs DHI
+14,618.2%
-8,329.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +1.4% | -3.1% | +4.5% | +2.6% |
| 30D | -0.3% | -5.5% | +5.2% | +1.6% |
| 3M | +0.3% | -2.2% | +2.5% | +0.4% |
| 6M | +31.3% | -6.0% | +37.3% | +32.9% |
| YTD | +24.7% | 0.0% | +24.7% | +22.6% |
| 1Y | +47.9% | -18.2% | +66.2% | +55.4% |
| 3Y | +178.3% | +22.5% | +155.8% | +140.0% |
| 5Y | +144.9% | +58.4% | +86.5% | +85.4% |
| 10Y | +804.5% | +405.2% | +399.4% | +308.9% |
| All | +6,288.2% | +14,618.2% | -8,329.9% | +1,007.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling