+92.3%
MA vs DBX
+23.7%
+68.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | +2.3% | -4.4% | +6.7% | +3.6% |
| 30D | +14.7% | +4.8% | +9.9% | +13.1% |
| 3M | +13.5% | +0.3% | +13.2% | +12.9% |
| 6M | +33.1% | +40.4% | -7.3% | +18.6% |
| YTD | +15.1% | +24.7% | -9.6% | +6.2% |
| 1Y | +18.7% | +20.9% | -2.2% | +10.3% |
| 3Y | +72.1% | +34.5% | +37.6% | +45.7% |
| All | +92.3% | +23.7% | +68.6% | +62.2% |
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