+92.3%
MA vs DD
+58.5%
+33.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +2.3% | +4.6% | -2.3% | +0.7% |
| 30D | +14.7% | +11.8% | +2.9% | +10.5% |
| 3M | +13.5% | +2.2% | +11.3% | +12.4% |
| 6M | +33.1% | -1.6% | +34.8% | +32.8% |
| YTD | +15.1% | +23.0% | -7.9% | +4.8% |
| 1Y | +18.7% | +26.9% | -8.2% | +6.8% |
| 3Y | +72.1% | +77.9% | -5.8% | +29.5% |
| All | +92.3% | +58.5% | +33.8% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling