+302.9%
MA vs DBX
+11.7%
+291.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +1.8% | -7.3% | +9.1% | +3.9% |
| 30D | +11.8% | -5.7% | +17.5% | +13.6% |
| 3M | +17.2% | -6.3% | +23.5% | +18.7% |
| 6M | +33.4% | +12.1% | +21.3% | +27.7% |
| YTD | +16.1% | +16.5% | -0.4% | +9.3% |
| 1Y | +19.9% | +6.1% | +13.9% | +15.8% |
| 3Y | +70.1% | +21.8% | +48.3% | +52.2% |
| 5Y | +89.6% | +19.1% | +70.5% | +67.0% |
| All | +302.9% | +11.7% | +291.2% | +213.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling