+174.8%
MS vs DT
-10.1%
+184.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.9% |
| 7D | +0.7% | -20.2% | +21.0% | +5.3% |
| 30D | -0.9% | -30.8% | +29.8% | +6.6% |
| 3M | -13.0% | -10.2% | -2.8% | -11.8% |
| 6M | -2.0% | +8.0% | -10.0% | -5.5% |
| YTD | +7.8% | +1.5% | +6.3% | +5.1% |
| 1Y | +17.9% | -6.9% | +24.7% | +18.2% |
| 3Y | +174.8% | -10.9% | +185.7% | +171.6% |
| All | +174.8% | -10.1% | +184.9% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling