+246.5%
MA vs DBX
+19.3%
+227.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.2% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | +0.8% | 0.0% | +0.8% | +0.6% |
| 3M | +14.8% | +26.1% | -11.3% | +6.9% |
| 6M | +10.0% | +29.4% | -19.4% | +0.8% |
| YTD | -0.1% | +24.4% | -24.5% | -7.4% |
| 1Y | -2.2% | +10.9% | -13.1% | -6.7% |
| 3Y | +39.3% | +24.1% | +15.2% | +24.5% |
| 5Y | +66.3% | +7.8% | +58.6% | +50.5% |
| All | +246.5% | +19.3% | +227.2% | +165.8% |
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