+5,423.2%
MS vs DTE
+2,056.1%
+3,367.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +1.5% |
| 7D | +0.7% | +1.8% | -1.1% | -0.4% |
| 30D | -0.9% | +9.0% | -10.0% | -6.7% |
| 3M | -13.0% | -0.2% | -12.8% | -13.1% |
| 6M | -2.0% | +0.1% | -2.1% | -2.9% |
| YTD | +7.8% | +10.0% | -2.2% | -1.0% |
| 1Y | +17.9% | +4.7% | +13.2% | +12.0% |
| 3Y | +174.8% | +55.7% | +119.1% | +92.9% |
| 5Y | +119.9% | +45.1% | +74.7% | +58.1% |
| 10Y | +578.8% | +145.1% | +433.7% | +208.6% |
| All | +5,423.2% | +2,056.1% | +3,367.1% | +560.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling