-2.2%
MA vs DG
+17.9%
-20.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -3.5% | -4.8% | +1.3% | -3.0% |
| 30D | +0.8% | +1.8% | -1.0% | +0.5% |
| 3M | +14.8% | +14.5% | +0.3% | +13.5% |
| 6M | +10.0% | -13.6% | +23.5% | +9.5% |
| YTD | -0.1% | -4.8% | +4.7% | -1.2% |
| 1Y | -2.2% | +21.6% | -23.8% | -3.6% |
| All | -2.2% | +17.9% | -20.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling