+13.5%
MS vs DLR
+7.9%
+5.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -3.6% | +2.0% | -0.2% |
| 30D | -3.8% | -3.5% | -0.3% | -2.5% |
| 3M | -14.6% | -8.9% | -5.7% | -12.2% |
| 6M | -5.1% | -11.6% | +6.5% | -1.4% |
| YTD | +4.5% | +14.9% | -10.4% | -0.9% |
| 1Y | +13.5% | +6.4% | +7.1% | +11.0% |
| All | +13.5% | +7.9% | +5.6% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling