+179.1%
MS vs DKNG
-24.2%
+203.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +2.5% | +1.8% | +0.6% | +2.1% |
| 30D | 0.0% | -0.7% | +0.6% | -0.1% |
| 3M | +2.4% | -3.7% | +6.1% | +2.0% |
| 6M | +36.4% | -5.1% | +41.5% | +35.4% |
| YTD | +23.8% | -30.7% | +54.5% | +31.6% |
| 1Y | +48.6% | -48.5% | +97.1% | +68.9% |
| 3Y | +179.1% | -25.1% | +204.2% | +178.2% |
| All | +179.1% | -24.2% | +203.3% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling