+122.9%
MS vs DOW
-28.2%
+151.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +5.1% | +5.2% | -0.1% | +3.6% |
| 30D | +5.7% | +13.2% | -7.5% | +1.9% |
| 3M | -12.2% | +10.1% | -22.3% | -15.0% |
| 6M | -0.5% | -13.1% | +12.6% | +2.9% |
| YTD | +9.8% | +46.1% | -36.3% | -10.0% |
| 1Y | +17.7% | +50.0% | -32.3% | -4.9% |
| 3Y | +176.8% | -20.2% | +197.1% | +199.0% |
| All | +122.9% | -28.2% | +151.1% | +150.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling