+13,824.2%
MA vs DE
+2,308.2%
+11,516.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.7% | +10.0% | -12.7% | -6.9% |
| 30D | +1.5% | +13.3% | -11.8% | -4.4% |
| 3M | +20.4% | +17.5% | +2.9% | +10.9% |
| 6M | +11.1% | +13.6% | -2.4% | +2.9% |
| YTD | +2.0% | +49.8% | -47.8% | -17.9% |
| 1Y | -2.2% | +47.9% | -50.0% | -21.0% |
| 3Y | +41.9% | +72.5% | -30.6% | +3.5% |
| 5Y | +75.4% | +90.2% | -14.9% | +16.8% |
| 10Y | +527.5% | +865.4% | -337.8% | +74.9% |
| All | +13,824.2% | +2,308.2% | +11,516.0% | +2,138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling