+556.2%
MS vs DUK
+157.3%
+398.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +0.9% | +9.4% | -8.5% | -2.9% |
| 3M | -10.8% | +5.4% | -16.3% | -13.0% |
| 6M | +0.9% | +4.9% | -4.0% | -1.8% |
| YTD | +9.8% | +12.7% | -2.9% | +2.7% |
| 1Y | +17.1% | +7.8% | +9.3% | +11.7% |
| 3Y | +175.7% | +63.3% | +112.4% | +108.7% |
| 5Y | +125.9% | +54.2% | +71.6% | +73.0% |
| 10Y | +556.2% | +156.8% | +399.4% | +382.1% |
| All | +556.2% | +157.3% | +398.9% | +382.1% |
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