+20.9%
MS vs DUK
+7.9%
+13.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +5.2% |
| 7D | +2.6% | +4.9% | -2.2% | +4.8% |
| 30D | +2.6% | +13.8% | -11.2% | +9.0% |
| 3M | -10.1% | +5.2% | -15.3% | -8.2% |
| 6M | +4.4% | +3.5% | +0.9% | +5.8% |
| YTD | +11.7% | +13.5% | -1.7% | +18.0% |
| 1Y | +20.9% | +8.3% | +12.6% | +25.4% |
| All | +20.9% | +7.9% | +13.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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