+235.9%
DIA vs MA
+554.9%
-319.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +0.9% | +1.8% | -0.9% | +0.1% |
| 30D | +1.1% | +11.8% | -10.7% | -4.3% |
| 3M | -2.9% | +17.2% | -20.0% | -10.2% |
| 6M | +5.9% | +33.4% | -27.5% | -8.5% |
| YTD | +9.8% | +16.1% | -6.4% | +1.0% |
| 1Y | +11.7% | +19.9% | -8.2% | +1.0% |
| 3Y | +59.5% | +70.1% | -10.5% | +20.0% |
| 5Y | +57.5% | +89.6% | -32.1% | +9.6% |
| 10Y | +235.9% | +568.4% | -332.5% | +38.5% |
| All | +235.9% | +554.9% | -319.0% | +38.5% |
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