-14.9%
DASH vs MCO
+0.4%
-15.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -3.4% |
| 7D | -10.6% | -4.2% | -6.4% | -8.4% |
| 30D | +2.2% | +2.2% | 0.0% | +1.0% |
| 3M | +32.3% | +10.1% | +22.2% | +25.1% |
| 6M | +19.1% | +5.3% | +13.9% | +14.3% |
| YTD | -6.5% | -2.7% | -3.8% | -10.6% |
| 1Y | -14.9% | -0.4% | -14.5% | -18.5% |
| All | -14.9% | +0.4% | -15.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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