+22.5%
MA vs DAR
+63.3%
-40.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.5% | +6.4% | +3.9% |
| 7D | +10.2% | -5.7% | +15.9% | +10.0% |
| 30D | +19.3% | -16.6% | +35.9% | +19.0% |
| 3M | +18.0% | -13.1% | +31.0% | +17.3% |
| 6M | +33.7% | -18.8% | +52.5% | +33.3% |
| YTD | +18.6% | +45.3% | -26.7% | +9.3% |
| 1Y | +22.5% | +60.6% | -38.1% | +10.9% |
| All | +22.5% | +63.3% | -40.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling