+13,824.2%
MA vs D
+325.3%
+13,498.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +1.5% | -3.6% | +5.1% | +3.2% |
| 3M | +20.4% | -1.0% | +21.4% | +20.8% |
| 6M | +11.1% | +6.3% | +4.9% | +6.9% |
| YTD | +2.0% | +14.7% | -12.8% | -5.8% |
| 1Y | -2.2% | +16.9% | -19.1% | -10.8% |
| 3Y | +41.9% | +56.8% | -14.9% | +7.8% |
| 5Y | +75.4% | +5.2% | +70.2% | +62.5% |
| 10Y | +527.5% | +35.9% | +491.7% | +371.9% |
| All | +13,824.2% | +325.3% | +13,498.8% | +4,606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling