+171.3%
MS vs DOW
-22.9%
+194.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | 0.0% |
| 7D | +0.8% | -6.8% | +7.6% | +1.9% |
| 30D | -0.7% | +10.8% | -11.5% | -2.5% |
| 3M | -12.4% | +4.1% | -16.5% | -13.3% |
| 6M | -1.7% | -12.7% | +11.0% | +0.3% |
| YTD | +8.0% | +39.2% | -31.2% | -5.9% |
| 1Y | +16.2% | +49.5% | -33.3% | -1.4% |
| 3Y | +171.3% | -24.4% | +195.7% | +193.0% |
| All | +171.3% | -22.9% | +194.2% | +193.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling