+112.4%
MS vs DLTR
+20.0%
+92.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.1% |
| 7D | -1.6% | -2.0% | +0.5% | -1.3% |
| 30D | -3.8% | +12.8% | -16.5% | -5.4% |
| 3M | -14.6% | +1.1% | -15.7% | -14.9% |
| 6M | -5.1% | +35.9% | -41.0% | -10.0% |
| YTD | +4.5% | +6.6% | -2.1% | +2.6% |
| 1Y | +13.5% | +28.6% | -15.1% | +8.0% |
| 3Y | +160.4% | +14.0% | +146.4% | +147.0% |
| All | +112.4% | +20.0% | +92.4% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling