+13,824.2%
MA vs DAR
+1,444.8%
+12,379.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -2.7% | +1.4% | -4.1% | -3.1% |
| 30D | +1.5% | +12.8% | -11.3% | -2.0% |
| 3M | +20.4% | +7.4% | +13.1% | +17.5% |
| 6M | +11.1% | +22.3% | -11.1% | +4.2% |
| YTD | +2.0% | +81.1% | -79.1% | -14.2% |
| 1Y | -2.2% | +106.5% | -108.6% | -21.2% |
| 3Y | +41.9% | +5.3% | +36.6% | +31.3% |
| 5Y | +75.4% | -11.5% | +86.9% | +65.1% |
| 10Y | +527.5% | +353.3% | +174.2% | +247.3% |
| All | +13,824.2% | +1,444.8% | +12,379.4% | +5,448.5% |
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