+42.2%
MA vs DG
+12.2%
+30.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.1% |
| 7D | -2.7% | +8.4% | -11.1% | -2.9% |
| 30D | +1.5% | +4.9% | -3.4% | +1.4% |
| 3M | +20.4% | +29.3% | -8.9% | +19.8% |
| 6M | +11.1% | -11.3% | +22.4% | +10.7% |
| YTD | +2.0% | +1.8% | +0.2% | +1.5% |
| 1Y | -2.2% | +25.3% | -27.5% | -2.5% |
| All | +42.2% | +12.2% | +30.0% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling