+585.4%
MS vs DLR
+3,340.7%
-2,755.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | -3.6% | +2.0% | +0.4% |
| 30D | -3.8% | -3.5% | -0.3% | -1.9% |
| 3M | -14.6% | -8.9% | -5.7% | -10.5% |
| 6M | -5.1% | -11.6% | +6.5% | +0.3% |
| YTD | +4.5% | +14.9% | -10.4% | -4.6% |
| 1Y | +13.5% | +6.4% | +7.1% | +7.9% |
| 3Y | +160.4% | +47.3% | +113.1% | +100.2% |
| 5Y | +112.9% | +32.8% | +80.0% | +65.4% |
| 10Y | +633.4% | +169.6% | +463.9% | +231.7% |
| All | +585.4% | +3,340.7% | -2,755.3% | -29.7% |
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