+794.2%
MS vs DUK
+126.2%
+668.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +2.5% | +0.7% | +1.8% | +2.2% |
| 30D | 0.0% | -2.0% | +2.0% | +0.7% |
| 3M | +2.4% | +0.2% | +2.2% | +1.9% |
| 6M | +36.4% | -6.9% | +43.3% | +39.5% |
| YTD | +23.8% | +6.1% | +17.7% | +19.1% |
| 1Y | +48.6% | +4.4% | +44.2% | +43.6% |
| 3Y | +179.1% | +49.1% | +130.0% | +121.8% |
| 5Y | +144.8% | +39.6% | +105.3% | +98.0% |
| 10Y | +794.2% | +125.1% | +669.0% | +565.6% |
| All | +794.2% | +126.2% | +668.0% | +565.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling