+2,662.4%
DELL vs MA
+567.5%
+2,094.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.5% | -7.9% |
| 7D | +4.9% | +1.3% | +3.6% | +4.1% |
| 30D | -32.1% | +9.6% | -41.7% | -35.9% |
| 3M | -30.2% | +16.8% | -47.0% | -36.6% |
| 6M | +41.7% | +35.2% | +6.5% | +17.0% |
| YTD | +176.6% | +16.6% | +160.0% | +147.6% |
| 1Y | +159.9% | +19.8% | +140.2% | +128.3% |
| 3Y | +388.0% | +70.7% | +317.3% | +245.5% |
| 5Y | +578.2% | +87.4% | +490.8% | +349.3% |
| All | +2,662.4% | +567.5% | +2,094.9% | +700.2% |
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