+72.1%
MA vs DE
+92.6%
-20.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -0.3% | +3.5% | -3.9% | -0.8% |
| 30D | +11.3% | +11.3% | 0.0% | +9.7% |
| 3M | +16.7% | +11.6% | +5.1% | +14.7% |
| 6M | +32.8% | +20.9% | +11.9% | +28.7% |
| YTD | +15.6% | +49.7% | -34.0% | +5.4% |
| 1Y | +19.6% | +49.5% | -29.9% | +8.9% |
| 3Y | +72.1% | +94.7% | -22.6% | +48.8% |
| All | +72.1% | +92.6% | -20.5% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling