+527.6%
MS vs DT
+103.5%
+424.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.4% | -3.3% | +4.7% | +2.1% |
| 30D | -0.3% | +2.0% | -2.3% | -0.9% |
| 3M | +0.3% | +20.0% | -19.7% | -4.6% |
| 6M | +31.3% | +39.3% | -8.0% | +19.1% |
| YTD | +24.7% | +19.8% | +4.9% | +17.1% |
| 1Y | +47.9% | +4.3% | +43.6% | +43.5% |
| 3Y | +178.3% | +7.7% | +170.6% | +164.6% |
| 5Y | +144.9% | -26.8% | +171.7% | +142.8% |
| All | +527.6% | +103.5% | +424.0% | +320.1% |
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