+19.4%
MA vs DD
+31.6%
-12.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | +0.4% |
| 7D | -0.3% | +9.8% | -10.1% | -0.4% |
| 30D | +11.3% | +19.3% | -8.0% | +11.1% |
| 3M | +16.7% | +9.4% | +7.3% | +16.6% |
| 6M | +32.8% | +4.8% | +28.0% | +32.9% |
| YTD | +15.6% | +30.2% | -14.6% | +8.6% |
| All | +19.4% | +31.6% | -12.2% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling