+4,125.4%
MS vs DLTR
+12,159.9%
-8,034.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +1.8% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | -0.9% | +15.7% | -16.6% | -5.1% |
| 3M | -13.0% | +4.8% | -17.8% | -14.6% |
| 6M | -2.0% | +45.6% | -47.6% | -13.5% |
| YTD | +7.8% | +11.6% | -3.8% | +1.8% |
| 1Y | +17.9% | +29.8% | -11.9% | +6.3% |
| 3Y | +174.8% | +20.8% | +154.0% | +140.0% |
| 5Y | +119.9% | +23.5% | +96.4% | +83.7% |
| 10Y | +578.8% | +80.5% | +498.4% | +376.3% |
| All | +4,125.4% | +12,159.9% | -8,034.5% | +1,046.6% |
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