+794.2%
MS vs DLTR
+50.3%
+743.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.6% |
| 7D | +2.5% | -5.8% | +8.3% | +3.8% |
| 30D | 0.0% | -5.2% | +5.2% | +1.1% |
| 3M | +2.4% | +15.2% | -12.7% | -1.4% |
| 6M | +36.4% | +7.1% | +29.3% | +32.4% |
| YTD | +23.8% | +0.8% | +23.0% | +21.7% |
| 1Y | +48.6% | +24.8% | +23.8% | +38.0% |
| 3Y | +179.1% | +6.9% | +172.2% | +160.0% |
| 5Y | +144.8% | +33.2% | +111.6% | +101.4% |
| 10Y | +794.2% | +51.6% | +742.6% | +561.4% |
| All | +794.2% | +50.3% | +743.9% | +561.4% |
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