+810.2%
MS vs DLR
+160.5%
+649.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +1.4% | +1.6% | -0.2% | +0.9% |
| 30D | -0.3% | -3.4% | +3.1% | +0.8% |
| 3M | +0.3% | +0.5% | -0.2% | -0.3% |
| 6M | +31.3% | +4.6% | +26.8% | +28.7% |
| YTD | +24.7% | +23.4% | +1.2% | +15.3% |
| 1Y | +47.9% | +19.0% | +28.9% | +38.3% |
| 3Y | +178.3% | +56.5% | +121.8% | +133.7% |
| 5Y | +144.9% | +33.3% | +111.6% | +110.6% |
| All | +810.2% | +160.5% | +649.8% | +595.0% |
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