+67.6%
MA vs DGX
+59.5%
+8.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.1% |
| 7D | -3.5% | -3.5% | 0.0% | -2.7% |
| 30D | +0.7% | -2.7% | +3.4% | +1.3% |
| 3M | +15.8% | +13.9% | +1.9% | +12.2% |
| 6M | +10.2% | +16.0% | -5.8% | +6.2% |
| YTD | -0.5% | +34.9% | -35.4% | -8.0% |
| 1Y | -1.8% | +30.6% | -32.4% | -8.6% |
| 3Y | +38.7% | +93.0% | -54.2% | +15.5% |
| 5Y | +67.6% | +64.4% | +3.2% | +40.0% |
| All | +67.6% | +59.5% | +8.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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