+455.1%
MS vs DOW
-5.2%
+460.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.6% |
| 7D | +3.7% | +3.7% | 0.0% | +2.0% |
| 30D | +2.0% | +16.3% | -14.3% | -5.0% |
| 3M | -12.6% | +9.7% | -22.3% | -17.0% |
| 6M | -0.3% | -14.1% | +13.8% | +4.8% |
| YTD | +9.0% | +46.6% | -37.6% | -16.6% |
| 1Y | +13.9% | +56.8% | -43.0% | -16.5% |
| 3Y | +173.6% | -20.4% | +194.0% | +179.3% |
| 5Y | +122.0% | -27.4% | +149.4% | +135.9% |
| All | +455.1% | -5.2% | +460.3% | +309.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling