+584.1%
MA vs DG
+105.9%
+478.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.8% | -0.9% |
| 7D | -0.5% | -2.5% | +2.0% | -0.1% |
| 30D | +7.9% | +7.7% | +0.2% | +6.6% |
| 3M | +16.8% | +13.1% | +3.7% | +14.3% |
| 6M | +31.0% | +32.0% | -1.0% | +25.0% |
| YTD | +15.0% | +3.3% | +11.7% | +13.5% |
| 1Y | +17.0% | +31.7% | -14.6% | +10.8% |
| 3Y | +68.5% | +21.7% | +46.8% | +55.0% |
| 5Y | +85.0% | -34.7% | +119.7% | +98.4% |
| All | +584.1% | +105.9% | +478.2% | +441.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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