+593.1%
MA vs DLR
+188.2%
+404.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.9% |
| 7D | +1.3% | +3.3% | -2.0% | +0.2% |
| 30D | +9.6% | +4.6% | +5.0% | +7.8% |
| 3M | +16.8% | -8.3% | +25.1% | +19.6% |
| 6M | +35.2% | -5.6% | +40.8% | +36.3% |
| YTD | +16.6% | +18.7% | -2.2% | +7.8% |
| 1Y | +19.8% | +17.1% | +2.7% | +11.2% |
| 3Y | +70.7% | +54.4% | +16.3% | +38.1% |
| 5Y | +87.4% | +36.5% | +50.9% | +55.9% |
| All | +593.1% | +188.2% | +404.9% | +329.1% |
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