+6,288.2%
MS vs DTE
+2,001.5%
+4,286.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | -0.3% | -2.6% | +2.3% | +1.4% |
| 3M | +0.3% | -3.9% | +4.2% | +2.4% |
| 6M | +31.3% | -7.9% | +39.2% | +37.3% |
| YTD | +24.7% | +7.2% | +17.5% | +16.7% |
| 1Y | +47.9% | +3.1% | +44.8% | +41.9% |
| 3Y | +178.3% | +47.6% | +130.8% | +102.6% |
| 5Y | +144.9% | +32.7% | +112.2% | +87.7% |
| 10Y | +804.5% | +138.8% | +665.8% | +317.0% |
| All | +6,288.2% | +2,001.5% | +4,286.7% | +678.3% |
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