+632.7%
MS vs DLR
+3,551.7%
-2,918.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.7% | +2.9% |
| 7D | +2.6% | +2.8% | -0.2% | +1.1% |
| 30D | +2.6% | +2.8% | -0.2% | +1.0% |
| 3M | -10.1% | -4.0% | -6.1% | -8.4% |
| 6M | +4.4% | -5.6% | +10.0% | +6.4% |
| YTD | +11.7% | +21.9% | -10.2% | -1.3% |
| 1Y | +20.9% | +13.0% | +7.9% | +11.2% |
| 3Y | +177.1% | +52.2% | +124.9% | +109.3% |
| 5Y | +127.7% | +40.3% | +87.4% | +71.8% |
| 10Y | +684.1% | +186.1% | +498.0% | +243.4% |
| All | +632.7% | +3,551.7% | -2,918.9% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling