+542.0%
MS vs DLR
+188.2%
+353.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | +5.1% | +3.3% | +1.8% | +3.9% |
| 30D | +5.7% | +4.6% | +1.1% | +4.1% |
| 3M | -12.2% | -8.3% | -3.9% | -9.6% |
| 6M | -0.5% | -5.6% | +5.1% | +1.0% |
| YTD | +9.8% | +18.7% | -8.9% | +2.7% |
| 1Y | +17.7% | +17.1% | +0.6% | +10.6% |
| 3Y | +176.8% | +54.4% | +122.5% | +132.5% |
| 5Y | +123.7% | +36.5% | +87.2% | +90.6% |
| All | +542.0% | +188.2% | +353.8% | +390.8% |
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