+505.6%
MA vs DD
+69.4%
+436.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.5% |
| 30D | +1.4% | -7.4% | +8.8% | +4.4% |
| 3M | +17.7% | -6.4% | +24.2% | +20.3% |
| 6M | +9.7% | -2.5% | +12.1% | +9.1% |
| YTD | +0.5% | +10.2% | -9.8% | -5.7% |
| 1Y | -2.1% | +36.9% | -39.0% | -16.7% |
| 3Y | +40.1% | +47.0% | -6.9% | +11.3% |
| 5Y | +67.5% | +63.1% | +4.4% | +23.9% |
| 10Y | +505.6% | +68.2% | +437.4% | +283.1% |
| All | +505.6% | +69.4% | +436.2% | +283.1% |
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