+19.1%
MA vs DE
+47.4%
-28.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -1.8% | +2.3% | -4.0% | -1.7% |
| 30D | +11.0% | +9.3% | +1.7% | +11.2% |
| 3M | +17.9% | +12.2% | +5.7% | +18.2% |
| 6M | +33.2% | +18.1% | +15.1% | +34.1% |
| YTD | +16.5% | +49.8% | -33.3% | +11.9% |
| 1Y | +19.1% | +46.4% | -27.3% | +14.9% |
| All | +19.1% | +47.4% | -28.3% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling