+13,624.1%
MA vs DHI
+572.1%
+13,052.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -0.6% |
| 7D | -1.8% | -2.0% | +0.3% | -1.2% |
| 30D | +1.4% | -8.3% | +9.7% | +3.8% |
| 3M | +17.7% | -3.7% | +21.5% | +18.4% |
| 6M | +9.7% | -5.4% | +15.1% | +10.3% |
| YTD | +0.5% | -3.0% | +3.5% | -0.2% |
| 1Y | -2.1% | -23.8% | +21.8% | +3.9% |
| 3Y | +40.1% | +21.8% | +18.3% | +24.7% |
| 5Y | +67.5% | +59.6% | +7.9% | +34.4% |
| 10Y | +505.6% | +391.2% | +114.4% | +230.7% |
| All | +13,624.1% | +572.1% | +13,052.1% | +5,054.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling