+556.2%
MS vs DRI
+339.9%
+216.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +0.9% | +14.7% | -13.8% | -4.8% |
| 3M | -10.8% | +5.4% | -16.3% | -13.2% |
| 6M | +0.9% | +18.8% | -17.9% | -7.4% |
| YTD | +9.8% | +28.4% | -18.6% | -3.1% |
| 1Y | +17.1% | +37.7% | -20.6% | 0.0% |
| 3Y | +175.7% | +68.0% | +107.8% | +111.2% |
| 5Y | +125.9% | +78.8% | +47.1% | +66.0% |
| 10Y | +556.2% | +334.2% | +222.0% | +213.0% |
| All | +556.2% | +339.9% | +216.3% | +213.0% |
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