+73.1%
MA vs DLR
+33.9%
+39.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | +1.6% | -4.3% | -3.1% |
| 30D | +1.5% | -3.4% | +4.9% | +2.3% |
| 3M | +20.4% | +0.5% | +19.9% | +19.7% |
| 6M | +11.1% | +4.6% | +6.6% | +9.1% |
| YTD | +2.0% | +23.4% | -21.5% | -4.5% |
| 1Y | -2.2% | +19.0% | -21.2% | -7.8% |
| 3Y | +41.9% | +56.5% | -14.6% | +19.8% |
| All | +73.1% | +33.9% | +39.2% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling