+96.0%
MA vs DE
+103.8%
-7.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -0.3% | +3.5% | -3.9% | -1.1% |
| 30D | +11.3% | +11.3% | 0.0% | +8.7% |
| 3M | +16.7% | +11.6% | +5.1% | +13.5% |
| 6M | +32.8% | +20.9% | +11.9% | +26.2% |
| YTD | +15.6% | +49.7% | -34.0% | +2.3% |
| 1Y | +19.6% | +49.5% | -29.9% | +5.7% |
| 3Y | +72.1% | +94.7% | -22.6% | +38.5% |
| 5Y | +96.0% | +107.4% | -11.3% | +45.9% |
| All | +96.0% | +103.8% | -7.8% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling