-8.9%
DASH vs MCO
+90.7%
-99.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -1.8% |
| 7D | -4.1% | -1.7% | -2.4% | -2.7% |
| 30D | -10.6% | +9.1% | -19.8% | -16.6% |
| 3M | -18.8% | +6.2% | -25.0% | -22.5% |
| 6M | +11.2% | +12.6% | -1.4% | +0.6% |
| YTD | -23.8% | -0.2% | -23.6% | -24.4% |
| 1Y | -12.2% | +4.1% | -16.3% | -16.1% |
| 3Y | +97.3% | +50.6% | +46.7% | +25.5% |
| 5Y | -29.8% | +36.2% | -66.1% | -56.5% |
| All | -8.9% | +90.7% | -99.6% | -45.1% |
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