+569.6%
MA vs DAR
+290.1%
+279.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.9% |
| 7D | -1.8% | +3.6% | -5.4% | -2.7% |
| 30D | +11.0% | -11.3% | +22.3% | +14.0% |
| 3M | +17.9% | -13.1% | +31.0% | +21.2% |
| 6M | +33.2% | -15.1% | +48.3% | +37.2% |
| YTD | +16.5% | +50.5% | -34.0% | +2.6% |
| 1Y | +19.1% | +57.9% | -38.8% | +3.4% |
| 3Y | +70.6% | +28.9% | +41.6% | +48.5% |
| 5Y | +92.1% | -31.4% | +123.6% | +97.5% |
| 10Y | +569.6% | +301.0% | +268.5% | +262.7% |
| All | +569.6% | +290.1% | +279.5% | +262.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling