+15.2%
MS vs DRI
+35.9%
-20.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.8% | +4.2% | -3.4% | +0.4% |
| 30D | -0.7% | +15.7% | -16.4% | -1.9% |
| 3M | -12.4% | +5.8% | -18.1% | -12.8% |
| 6M | -1.7% | +18.4% | -20.2% | -4.2% |
| YTD | +8.0% | +28.2% | -20.2% | +3.8% |
| All | +15.2% | +35.9% | -20.7% | +7.8% |
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