+100.6%
MA vs DASH
-1.3%
+101.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +14.7% | -6.0% | +20.7% | +15.6% |
| 3M | +13.5% | -15.8% | +29.2% | +16.1% |
| 6M | +33.1% | +7.0% | +26.2% | +31.1% |
| YTD | +15.1% | -20.7% | +35.7% | +17.7% |
| 1Y | +18.7% | -8.5% | +27.3% | +18.8% |
| 3Y | +72.1% | +101.8% | -29.7% | +51.3% |
| 5Y | +92.8% | -9.6% | +102.4% | +67.2% |
| All | +100.6% | -1.3% | +101.9% | +72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling