+176.8%
MS vs DKS
+44.7%
+132.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.2% |
| 7D | +5.1% | +6.3% | -1.2% | +3.8% |
| 30D | +5.7% | +9.3% | -3.6% | +3.7% |
| 3M | -12.2% | -25.3% | +13.1% | -8.0% |
| 6M | -0.5% | -29.2% | +28.7% | +4.9% |
| YTD | +9.8% | -22.7% | +32.6% | +12.9% |
| 1Y | +17.7% | -30.1% | +47.8% | +24.0% |
| 3Y | +176.8% | +45.6% | +131.2% | +126.2% |
| All | +176.8% | +44.7% | +132.2% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling