+92.3%
MA vs DAR
-41.1%
+133.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +2.3% | -9.9% | +12.2% | +4.0% |
| 30D | +14.7% | -16.4% | +31.0% | +17.8% |
| 3M | +13.5% | -17.1% | +30.6% | +16.4% |
| 6M | +33.1% | -20.5% | +53.6% | +37.2% |
| YTD | +15.1% | +39.4% | -24.3% | +6.6% |
| 1Y | +18.7% | +57.2% | -38.5% | +7.4% |
| 3Y | +72.1% | +13.9% | +58.2% | +60.3% |
| All | +92.3% | -41.1% | +133.4% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling