+15,692.2%
MA vs DAR
+1,101.4%
+14,590.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.7% |
| 7D | +3.2% | -8.1% | +11.2% | +5.4% |
| 30D | +15.9% | -17.1% | +33.1% | +21.5% |
| 3M | +15.2% | -12.3% | +27.4% | +18.3% |
| 6M | +32.4% | -21.8% | +54.2% | +39.7% |
| YTD | +15.6% | +40.8% | -25.2% | +3.5% |
| 1Y | +19.3% | +57.4% | -38.0% | +3.4% |
| 3Y | +73.0% | +12.1% | +60.9% | +56.2% |
| 5Y | +93.7% | -40.2% | +134.0% | +102.5% |
| 10Y | +575.0% | +280.1% | +294.9% | +289.8% |
| All | +15,692.2% | +1,101.4% | +14,590.7% | +6,596.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling