+304.3%
MA vs DBX
+15.6%
+288.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +1.3% | -3.3% | +4.6% | +2.2% |
| 30D | +9.6% | -5.9% | +15.5% | +11.3% |
| 3M | +16.8% | -6.7% | +23.5% | +18.5% |
| 6M | +35.2% | +28.0% | +7.2% | +24.8% |
| YTD | +16.6% | +20.6% | -4.0% | +8.6% |
| 1Y | +19.8% | +10.3% | +9.5% | +14.4% |
| 3Y | +70.7% | +24.0% | +46.6% | +52.0% |
| 5Y | +87.4% | +24.2% | +63.2% | +63.1% |
| All | +304.3% | +15.6% | +288.7% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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