-5.1%
MS vs DOW
-15.7%
+10.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -1.0% |
| 7D | -1.6% | -9.5% | +8.0% | -3.8% |
| 30D | -3.8% | +13.1% | -16.8% | -0.8% |
| 3M | -14.6% | +4.8% | -19.4% | -13.5% |
| 6M | -5.1% | -16.7% | +11.6% | -8.2% |
| All | -5.1% | -15.7% | +10.6% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling