+578.8%
MS vs DLTR
+88.8%
+490.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.1% |
| 7D | +0.7% | -1.0% | +1.7% | +0.9% |
| 30D | -0.9% | +15.7% | -16.6% | -4.2% |
| 3M | -13.0% | +4.8% | -17.8% | -14.2% |
| 6M | -2.0% | +45.6% | -47.6% | -11.3% |
| YTD | +7.8% | +11.6% | -3.8% | +3.3% |
| 1Y | +17.9% | +29.8% | -11.9% | +8.6% |
| 3Y | +174.8% | +20.8% | +154.0% | +148.1% |
| 5Y | +119.9% | +23.5% | +96.4% | +88.4% |
| 10Y | +578.8% | +80.5% | +498.4% | +408.7% |
| All | +578.8% | +88.8% | +490.0% | +408.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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