+503.0%
MA vs DHI
+414.5%
+88.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -1.7% | -3.4% | +1.7% | -0.8% |
| 30D | +1.7% | -5.4% | +7.1% | +3.3% |
| 3M | +17.2% | -10.4% | +27.6% | +20.5% |
| 6M | +13.3% | -2.8% | +16.1% | +12.9% |
| YTD | +0.2% | -3.4% | +3.6% | -0.5% |
| 1Y | -2.7% | -22.9% | +20.2% | +3.2% |
| 3Y | +39.1% | +20.7% | +18.4% | +21.3% |
| 5Y | +68.8% | +62.1% | +6.6% | +28.0% |
| All | +503.0% | +414.5% | +88.5% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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