+112.4%
MS vs DT
-43.6%
+156.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | -24.7% | +23.1% | +4.7% |
| 30D | -3.8% | -27.4% | +23.6% | +3.1% |
| 3M | -14.6% | -11.1% | -3.5% | -13.0% |
| 6M | -5.1% | +13.7% | -18.8% | -9.9% |
| YTD | +4.5% | +0.2% | +4.3% | +1.7% |
| 1Y | +13.5% | -5.7% | +19.2% | +12.2% |
| 3Y | +160.4% | -8.1% | +168.5% | +155.9% |
| All | +112.4% | -43.6% | +156.0% | +117.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling