+593.1%
MA vs DD
+97.1%
+496.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +1.3% | +5.0% | -3.7% | -0.7% |
| 30D | +9.6% | +19.7% | -10.1% | +1.8% |
| 3M | +16.8% | +7.2% | +9.6% | +13.0% |
| 6M | +35.2% | +1.0% | +34.2% | +33.2% |
| YTD | +16.6% | +29.1% | -12.5% | +2.4% |
| 1Y | +19.8% | +28.5% | -8.7% | +5.3% |
| 3Y | +70.7% | +89.4% | -18.8% | +21.6% |
| 5Y | +87.4% | +67.1% | +20.3% | +38.6% |
| All | +593.1% | +97.1% | +496.0% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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