+607.1%
MS vs DRI
+367.2%
+239.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -1.6% | +2.8% | -4.4% | -2.7% |
| 30D | -3.8% | +13.3% | -17.0% | -8.8% |
| 3M | -14.6% | +8.2% | -22.8% | -17.9% |
| 6M | -5.1% | +17.5% | -22.6% | -12.6% |
| YTD | +4.5% | +26.9% | -22.4% | -7.4% |
| 1Y | +13.5% | +31.6% | -18.0% | -1.3% |
| 3Y | +160.4% | +67.0% | +93.4% | +99.6% |
| 5Y | +112.9% | +72.9% | +40.0% | +58.4% |
| All | +607.1% | +367.2% | +239.9% | +200.4% |
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