+15.9%
MS vs DKS
-31.4%
+47.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +2.6% |
| 7D | +0.7% | +3.8% | -3.1% | +0.4% |
| 30D | -0.9% | +8.1% | -9.0% | -1.7% |
| 3M | -13.0% | -28.6% | +15.6% | -9.3% |
| 6M | -2.0% | -33.6% | +31.6% | +3.3% |
| YTD | +7.8% | -23.8% | +31.6% | +8.7% |
| All | +15.9% | -31.4% | +47.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling