+114.0%
MS vs DRI
+77.7%
+36.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -5.6% |
| 7D | -3.4% | +3.7% | -7.1% | -4.7% |
| 30D | -3.9% | +13.5% | -17.4% | -8.6% |
| 3M | -15.9% | +10.4% | -26.3% | -19.5% |
| 6M | -2.5% | +19.5% | -22.0% | -10.4% |
| YTD | +5.1% | +28.2% | -23.1% | -7.1% |
| 1Y | +13.0% | +31.0% | -18.0% | -1.4% |
| 3Y | +160.7% | +67.1% | +93.6% | +97.7% |
| 5Y | +114.0% | +74.7% | +39.4% | +57.0% |
| All | +114.0% | +77.7% | +36.4% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling