+125.9%
MS vs DKNG
-52.4%
+178.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | -1.7% | -15.0% | +13.3% | +0.4% |
| 30D | +0.9% | -0.1% | +1.0% | +0.3% |
| 3M | -10.8% | -22.5% | +11.7% | -7.9% |
| 6M | +0.9% | -19.9% | +20.8% | +2.6% |
| YTD | +9.8% | -43.0% | +52.8% | +17.8% |
| 1Y | +17.1% | -35.6% | +52.7% | +22.7% |
| 3Y | +175.7% | -43.9% | +219.6% | +189.1% |
| 5Y | +125.9% | -51.8% | +177.6% | +109.0% |
| All | +125.9% | -52.4% | +178.2% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling