+537.0%
MS vs DLTR
+80.3%
+456.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.5% |
| 7D | +3.7% | +2.4% | +1.3% | +3.1% |
| 30D | +2.0% | +21.5% | -19.5% | -2.5% |
| 3M | -12.6% | +9.8% | -22.4% | -14.7% |
| 6M | -0.3% | +58.6% | -58.9% | -11.5% |
| YTD | +9.0% | +14.8% | -5.9% | +3.8% |
| 1Y | +13.9% | +33.0% | -19.2% | +4.4% |
| 3Y | +173.6% | +23.8% | +149.8% | +145.8% |
| 5Y | +122.0% | +24.9% | +97.0% | +90.2% |
| All | +537.0% | +80.3% | +456.7% | +368.1% |
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