+513.2%
MA vs DE
+852.3%
-339.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.5% | -3.0% | -0.5% | -2.4% |
| 30D | +0.8% | +11.1% | -10.4% | -3.5% |
| 3M | +14.8% | +17.6% | -2.8% | +7.0% |
| 6M | +10.0% | +13.6% | -3.6% | +3.1% |
| YTD | -0.1% | +46.3% | -46.4% | -16.6% |
| 1Y | -2.2% | +44.2% | -46.4% | -18.1% |
| 3Y | +39.3% | +76.6% | -37.3% | +4.1% |
| 5Y | +66.3% | +98.2% | -31.9% | +12.7% |
| 10Y | +513.2% | +863.5% | -350.3% | +114.8% |
| All | +513.2% | +852.3% | -339.1% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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