+75.2%
MA vs DASH
+10.1%
+65.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.6% |
| 7D | -1.8% | -11.2% | +9.4% | 0.0% |
| 30D | +1.4% | -7.3% | +8.7% | +2.5% |
| 3M | +17.7% | +31.4% | -13.7% | +12.9% |
| 6M | +9.7% | +11.9% | -2.2% | +7.3% |
| YTD | +0.5% | -11.5% | +12.0% | +1.4% |
| 1Y | -2.1% | -20.0% | +17.9% | -0.3% |
| 3Y | +40.1% | +143.9% | -103.8% | +19.7% |
| 5Y | +67.5% | -0.2% | +67.7% | +43.4% |
| All | +75.2% | +10.1% | +65.1% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling