+429.1%
MS vs DT
+71.4%
+357.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.6% | +0.6% | -4.4% |
| 7D | -3.4% | -28.3% | +24.9% | +4.1% |
| 30D | -3.9% | -28.4% | +24.5% | +3.5% |
| 3M | -15.9% | -14.1% | -1.8% | -13.5% |
| 6M | -2.5% | +13.2% | -15.6% | -7.2% |
| YTD | +5.1% | +0.8% | +4.3% | +2.1% |
| 1Y | +13.0% | -7.8% | +20.7% | +12.2% |
| 3Y | +160.7% | -8.3% | +169.0% | +156.0% |
| 5Y | +114.0% | -42.7% | +156.8% | +124.2% |
| All | +429.1% | +71.4% | +357.7% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling