+93.7%
MA vs D
+14.9%
+78.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +3.2% | +6.9% | -3.8% | +1.5% |
| 30D | +15.9% | +12.3% | +3.6% | +12.7% |
| 3M | +15.2% | +3.0% | +12.1% | +14.2% |
| 6M | +32.4% | +12.8% | +19.6% | +28.2% |
| YTD | +15.6% | +22.6% | -6.9% | +9.2% |
| 1Y | +19.3% | +21.7% | -2.3% | +12.8% |
| 3Y | +73.0% | +83.9% | -10.9% | +44.4% |
| 5Y | +93.7% | +14.0% | +79.8% | +91.9% |
| All | +93.7% | +14.9% | +78.8% | +91.9% |
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