+554.8%
MA vs D
+42.1%
+512.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.3% | +0.8% | -1.1% | -0.6% |
| 30D | +11.3% | +10.7% | +0.6% | +7.2% |
| 3M | +16.7% | +2.3% | +14.4% | +15.6% |
| 6M | +32.8% | +12.5% | +20.3% | +26.5% |
| YTD | +15.6% | +20.1% | -4.5% | +7.0% |
| 1Y | +19.6% | +15.6% | +4.0% | +12.2% |
| 3Y | +72.1% | +75.2% | -3.1% | +33.8% |
| 5Y | +96.0% | +14.6% | +81.5% | +81.6% |
| 10Y | +554.8% | +43.8% | +511.0% | +467.3% |
| All | +554.8% | +42.1% | +512.6% | +467.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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