+10.0%
MA vs DASH
+11.7%
-1.7%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-09 to 2026-09-09.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -3.5% | -12.8% | +9.3% | -0.6% |
| 30D | +0.8% | -6.0% | +6.8% | +2.2% |
| 3M | +14.8% | +26.7% | -11.9% | +9.6% |
| 6M | +10.0% | +11.7% | -1.7% | +7.6% |
| All | +10.0% | +11.7% | -1.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 2026-03-09 to 2026-09-09: compounded portfolio wealth divided by compounded DASH 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…
2026-03-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling