+568.4%
MA vs DLR
+179.9%
+388.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +11.8% | +1.2% | +10.6% | +11.2% |
| 3M | +17.2% | -4.8% | +22.0% | +18.5% |
| 6M | +33.4% | -6.1% | +39.5% | +34.8% |
| YTD | +16.1% | +19.3% | -3.2% | +7.3% |
| 1Y | +19.9% | +10.0% | +10.0% | +13.9% |
| 3Y | +70.1% | +53.8% | +16.3% | +38.0% |
| 5Y | +89.6% | +39.1% | +50.5% | +56.7% |
| 10Y | +568.4% | +188.1% | +380.3% | +320.8% |
| All | +568.4% | +179.9% | +388.6% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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