+15,692.2%
MA vs D
+349.9%
+15,342.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +3.2% | +6.9% | -3.8% | -0.1% |
| 30D | +15.9% | +12.3% | +3.6% | +9.5% |
| 3M | +15.2% | +3.0% | +12.1% | +13.2% |
| 6M | +32.4% | +12.8% | +19.6% | +24.0% |
| YTD | +15.6% | +22.6% | -6.9% | +3.4% |
| 1Y | +19.3% | +21.7% | -2.3% | +6.8% |
| 3Y | +73.0% | +83.9% | -10.9% | +21.5% |
| 5Y | +93.7% | +14.0% | +79.8% | +72.7% |
| 10Y | +575.0% | +45.6% | +529.4% | +390.2% |
| All | +15,692.2% | +349.9% | +15,342.3% | +5,092.3% |
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 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