+803.2%
MS vs DTE
+136.5%
+666.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | 0.0% | -0.5% | +0.5% | +0.2% |
| 3M | +3.0% | -6.0% | +9.0% | +5.9% |
| 6M | +35.7% | -7.2% | +42.9% | +39.8% |
| YTD | +23.3% | +7.2% | +16.1% | +17.1% |
| 1Y | +44.7% | +4.1% | +40.6% | +39.4% |
| 3Y | +178.0% | +46.9% | +131.1% | +117.7% |
| 5Y | +143.2% | +32.9% | +110.3% | +98.4% |
| 10Y | +803.2% | +144.5% | +658.7% | +501.9% |
| All | +803.2% | +136.5% | +666.7% | +501.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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