+73.1%
MA vs DBX
+7.0%
+66.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | -2.7% | -2.4% | -0.3% | -2.0% |
| 30D | +1.5% | -0.5% | +2.0% | +1.5% |
| 3M | +20.4% | +28.1% | -7.6% | +11.7% |
| 6M | +11.1% | +33.1% | -22.0% | +1.0% |
| YTD | +2.0% | +25.3% | -23.3% | -5.7% |
| 1Y | -2.2% | +18.3% | -20.5% | -8.3% |
| 3Y | +41.9% | +25.0% | +16.9% | +25.0% |
| All | +73.1% | +7.0% | +66.1% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling