+426.2%
MS vs DT
+70.4%
+355.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | -24.7% | +23.1% | +4.8% |
| 30D | -3.8% | -27.4% | +23.6% | +3.3% |
| 3M | -14.6% | -11.1% | -3.5% | -12.9% |
| 6M | -5.1% | +13.7% | -18.8% | -9.7% |
| YTD | +4.5% | +0.2% | +4.3% | +1.7% |
| 1Y | +13.5% | -5.7% | +19.2% | +12.1% |
| 3Y | +160.4% | -8.1% | +168.5% | +155.6% |
| 5Y | +112.9% | -43.1% | +155.9% | +123.3% |
| All | +426.2% | +70.4% | +355.8% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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