+20.9%
MS vs DRI
+34.0%
-13.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.8% |
| 7D | +2.6% | +6.5% | -3.8% | +2.1% |
| 30D | +2.6% | +16.4% | -13.8% | +1.4% |
| 3M | -10.1% | +13.6% | -23.7% | -11.1% |
| 6M | +4.4% | +22.0% | -17.6% | +1.3% |
| YTD | +11.7% | +29.3% | -17.6% | +8.1% |
| 1Y | +20.9% | +32.0% | -11.1% | +16.1% |
| All | +20.9% | +34.0% | -13.0% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling