+92.3%
MA vs D
+12.5%
+79.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | +2.3% | +3.0% | -0.7% | +1.6% |
| 30D | +14.7% | +11.5% | +3.2% | +11.7% |
| 3M | +13.5% | +3.7% | +9.8% | +12.4% |
| 6M | +33.1% | +13.5% | +19.6% | +28.6% |
| YTD | +15.1% | +20.7% | -5.7% | +9.1% |
| 1Y | +18.7% | +18.2% | +0.5% | +13.1% |
| 3Y | +72.1% | +73.3% | -1.2% | +46.2% |
| All | +92.3% | +12.5% | +79.8% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling