+554.8%
MA vs DD
+105.4%
+449.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -1.8% |
| 7D | -0.3% | +9.8% | -10.1% | -4.3% |
| 30D | +11.3% | +19.3% | -8.0% | +3.5% |
| 3M | +16.7% | +9.4% | +7.3% | +12.0% |
| 6M | +32.8% | +4.8% | +28.0% | +28.9% |
| YTD | +15.6% | +30.2% | -14.6% | +1.2% |
| 1Y | +19.6% | +32.2% | -12.6% | +3.9% |
| 3Y | +72.1% | +93.1% | -21.0% | +21.6% |
| 5Y | +96.0% | +68.0% | +28.0% | +44.7% |
| 10Y | +554.8% | +98.5% | +456.3% | +298.0% |
| All | +554.8% | +105.4% | +449.4% | +298.0% |
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