+16.2%
MS vs DTE
+4.8%
+11.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | +0.3% |
| 7D | +0.8% | +3.5% | -2.7% | +0.9% |
| 30D | -0.7% | +9.5% | -10.2% | +0.1% |
| 3M | -12.4% | +2.5% | -14.9% | -12.7% |
| 6M | -1.7% | +0.6% | -2.3% | -2.6% |
| YTD | +8.0% | +10.5% | -2.4% | +7.1% |
| 1Y | +16.2% | +3.3% | +12.9% | +19.4% |
| All | +16.2% | +4.8% | +11.5% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling