+176.8%
MS vs DLTR
+21.5%
+155.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.0% |
| 7D | +5.1% | +5.3% | -0.2% | +4.6% |
| 30D | +5.7% | +13.4% | -7.7% | +4.6% |
| 3M | -12.2% | +6.6% | -18.8% | -12.7% |
| 6M | -0.5% | +59.1% | -59.6% | -5.4% |
| YTD | +9.8% | +12.3% | -2.4% | +8.2% |
| 1Y | +17.7% | +33.9% | -16.1% | +13.8% |
| 3Y | +176.8% | +23.0% | +153.8% | +140.7% |
| All | +176.8% | +21.5% | +155.4% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling