-2.5%
MS vs DRI
+21.0%
-23.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.1% | -6.0% |
| 7D | -3.4% | +3.7% | -7.1% | -3.2% |
| 30D | -3.9% | +13.5% | -17.4% | -2.5% |
| 3M | -15.9% | +10.4% | -26.3% | -14.4% |
| 6M | -2.5% | +19.5% | -22.0% | +1.7% |
| All | -2.5% | +21.0% | -23.4% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling