+808.5%
MS vs DRI
+361.6%
+446.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -0.3% | +3.8% | -4.1% | -2.0% |
| 3M | +0.3% | +13.0% | -12.7% | -5.6% |
| 6M | +31.3% | +8.3% | +23.0% | +25.5% |
| YTD | +24.7% | +20.6% | +4.0% | +13.2% |
| 1Y | +47.9% | +6.5% | +41.5% | +41.2% |
| 3Y | +178.3% | +53.7% | +124.6% | +121.9% |
| 5Y | +144.9% | +72.7% | +72.2% | +82.6% |
| All | +808.5% | +361.6% | +446.9% | +300.7% |
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