+491.1%
MS vs DKNG
+141.9%
+349.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | -1.1% | -6.4% | +5.3% | 0.0% |
| 3M | +3.5% | -17.6% | +21.1% | +6.5% |
| 6M | +33.7% | -5.7% | +39.4% | +33.0% |
| YTD | +21.8% | -31.2% | +53.0% | +28.4% |
| 1Y | +41.1% | -48.1% | +89.2% | +56.4% |
| 3Y | +174.5% | -25.6% | +200.1% | +175.0% |
| 5Y | +140.7% | -62.0% | +202.7% | +157.1% |
| All | +491.1% | +141.9% | +349.1% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKNG.
Daily Out/Under-Performance
Portfolio return minus DKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKNG 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 DKNG 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