+578.8%
MS vs DLR
+174.9%
+403.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +2.0% |
| 7D | +0.7% | +2.4% | -1.6% | 0.0% |
| 30D | -0.9% | +0.7% | -1.7% | -1.1% |
| 3M | -13.0% | -6.4% | -6.6% | -11.1% |
| 6M | -2.0% | -6.5% | +4.6% | -0.2% |
| YTD | +7.8% | +18.8% | -11.0% | +0.9% |
| 1Y | +17.9% | +9.0% | +8.8% | +13.5% |
| 3Y | +174.8% | +54.5% | +120.3% | +131.1% |
| 5Y | +119.9% | +35.8% | +84.0% | +87.8% |
| 10Y | +578.8% | +177.5% | +401.4% | +428.1% |
| All | +578.8% | +174.9% | +403.9% | +428.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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