-5.9%
DASH vs MCO
+93.8%
-99.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | -10.2% | -2.5% | -7.7% | -8.2% |
| 30D | -8.2% | +9.4% | -17.7% | -14.6% |
| 3M | -15.9% | +8.3% | -24.2% | -21.1% |
| 6M | +13.3% | +15.4% | -2.1% | +0.5% |
| YTD | -21.3% | +1.5% | -22.8% | -23.0% |
| 1Y | -11.1% | +5.4% | -16.5% | -16.0% |
| 3Y | +103.8% | +53.1% | +50.7% | +27.9% |
| 5Y | -21.6% | +39.4% | -61.0% | -52.1% |
| All | -5.9% | +93.8% | -99.7% | -44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling