+542.0%
MS vs DRI
+331.7%
+210.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +5.1% | +1.1% | +4.0% | +4.6% |
| 30D | +5.7% | +9.7% | -4.0% | +1.6% |
| 3M | -12.2% | +3.2% | -15.3% | -13.7% |
| 6M | -0.5% | +20.6% | -21.1% | -9.3% |
| YTD | +9.8% | +28.3% | -18.4% | -3.1% |
| 1Y | +17.7% | +34.5% | -16.8% | +1.5% |
| 3Y | +176.8% | +66.5% | +110.3% | +112.9% |
| 5Y | +123.7% | +79.6% | +44.1% | +64.1% |
| All | +542.0% | +331.7% | +210.2% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling