+70.7%
MA vs DD
+88.8%
-18.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +1.3% | +5.0% | -3.7% | +0.4% |
| 30D | +9.6% | +19.7% | -10.1% | +6.0% |
| 3M | +16.8% | +7.2% | +9.6% | +15.2% |
| 6M | +35.2% | +1.0% | +34.2% | +34.7% |
| YTD | +16.6% | +29.1% | -12.5% | +8.8% |
| 1Y | +19.8% | +28.5% | -8.7% | +11.9% |
| 3Y | +70.7% | +89.4% | -18.8% | +41.6% |
| All | +70.7% | +88.8% | -18.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling