+145.1%
MS vs DLTR
+41.6%
+103.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.4% | +2.5% | -1.1% | +1.0% |
| 30D | -0.3% | +2.1% | -2.3% | -0.6% |
| 3M | +0.3% | +20.3% | -20.0% | -2.5% |
| 6M | +31.3% | +11.5% | +19.8% | +28.5% |
| YTD | +24.7% | +6.8% | +17.8% | +22.6% |
| 1Y | +47.9% | +31.1% | +16.8% | +40.6% |
| 3Y | +178.3% | +10.7% | +167.7% | +166.1% |
| All | +145.1% | +41.6% | +103.5% | +139.4% |
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 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