+44.7%
MS vs DLTR
+19.6%
+25.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | -0.1% |
| 7D | +1.7% | -10.2% | +11.9% | +2.4% |
| 30D | 0.0% | -8.5% | +8.5% | +0.6% |
| 3M | +3.0% | +5.6% | -2.6% | +2.2% |
| 6M | +35.7% | +2.2% | +33.5% | +34.9% |
| YTD | +23.3% | -3.8% | +27.1% | +24.1% |
| 1Y | +44.7% | +22.9% | +21.7% | +38.2% |
| All | +44.7% | +19.6% | +25.1% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling