+4,177.7%
DELL vs MA
+507.5%
+3,670.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +8.7% | -3.5% | +12.3% | +10.9% |
| 30D | +16.9% | +0.8% | +16.1% | +16.3% |
| 3M | +40.4% | +14.8% | +25.6% | +28.5% |
| 6M | +267.1% | +10.0% | +257.1% | +241.3% |
| YTD | +329.1% | -0.1% | +329.2% | +322.2% |
| 1Y | +346.9% | -2.2% | +349.1% | +343.5% |
| 3Y | +696.6% | +39.3% | +657.4% | +537.9% |
| 5Y | +1,106.2% | +66.3% | +1,039.8% | +758.9% |
| 10Y | +4,177.7% | +513.2% | +3,664.5% | +1,283.7% |
| All | +4,177.7% | +507.5% | +3,670.3% | +1,283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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