+235.7%
DIA vs MA
+567.5%
-331.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | +2.1% | +1.3% | +0.8% | +1.5% |
| 30D | +1.5% | +9.6% | -8.1% | -3.0% |
| 3M | -2.4% | +16.8% | -19.2% | -9.7% |
| 6M | +6.0% | +35.2% | -29.2% | -9.0% |
| YTD | +10.1% | +16.6% | -6.5% | +1.1% |
| 1Y | +11.8% | +19.8% | -8.0% | +1.2% |
| 3Y | +59.7% | +70.7% | -11.0% | +19.8% |
| 5Y | +57.9% | +87.4% | -29.5% | +10.5% |
| All | +235.7% | +567.5% | -331.8% | +35.4% |
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