+112.4%
MS vs DUK
+52.1%
+60.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -3.8% | +10.6% | -14.4% | -5.5% |
| 3M | -14.6% | +4.0% | -18.6% | -15.2% |
| 6M | -5.1% | +3.6% | -8.6% | -5.9% |
| YTD | +4.5% | +11.9% | -7.4% | +1.1% |
| 1Y | +13.5% | +6.7% | +6.9% | +11.2% |
| 3Y | +160.4% | +59.4% | +101.0% | +117.2% |
| All | +112.4% | +52.1% | +60.4% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling