+174.8%
MS vs DLR
+53.1%
+121.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.4% | -0.3% | +1.9% |
| 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% | -11.2% |
| 6M | -2.0% | -6.5% | +4.6% | -0.1% |
| 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% | +131.2% |
| All | +174.8% | +53.1% | +121.7% | +131.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling