+17.5%
DIA vs MA
-1.4%
+18.9%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.8% |
| 7D | +0.1% | -1.8% | +1.8% | +0.4% |
| 30D | -2.1% | +1.4% | -3.5% | -2.4% |
| 3M | +4.2% | +17.7% | -13.6% | +0.6% |
| 6M | +11.9% | +9.7% | +2.2% | +9.6% |
| YTD | +10.8% | +0.5% | +10.3% | +11.4% |
| 1Y | +17.5% | -2.1% | +19.6% | +18.3% |
| All | +17.5% | -1.4% | +18.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling