+3,997.5%
MS vs DLTR
+11,615.8%
-7,618.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.8% |
| 7D | -1.6% | -2.0% | +0.5% | -1.1% |
| 30D | -3.8% | +12.8% | -16.5% | -7.2% |
| 3M | -14.6% | +1.1% | -15.7% | -15.4% |
| 6M | -5.1% | +35.9% | -41.0% | -14.6% |
| YTD | +4.5% | +6.6% | -2.1% | 0.0% |
| 1Y | +13.5% | +28.6% | -15.1% | +2.6% |
| 3Y | +160.4% | +14.0% | +146.4% | +131.2% |
| 5Y | +112.9% | +19.2% | +93.6% | +79.6% |
| 10Y | +633.4% | +78.1% | +555.3% | +416.3% |
| All | +3,997.5% | +11,615.8% | -7,618.3% | +1,026.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling