+33.1%
MA vs DD
-0.8%
+33.9%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.4% |
| 7D | +2.3% | +4.6% | -2.3% | +2.8% |
| 30D | +14.7% | +11.8% | +2.9% | +15.9% |
| 3M | +13.5% | +2.2% | +11.3% | +13.5% |
| 6M | +33.1% | -1.6% | +34.8% | +31.4% |
| All | +33.1% | -0.8% | +33.9% | +31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling