+157.6%
MA vs DOW
-15.9%
+173.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -3.5% | -6.0% | +2.5% | -1.7% |
| 30D | +0.8% | -2.7% | +3.5% | +1.4% |
| 3M | +14.8% | -10.5% | +25.3% | +18.0% |
| 6M | +10.0% | -12.4% | +22.4% | +12.0% |
| YTD | -0.1% | +30.0% | -30.1% | -12.5% |
| 1Y | -2.2% | +27.8% | -30.0% | -14.7% |
| 3Y | +39.3% | -34.9% | +74.2% | +52.0% |
| 5Y | +66.3% | -35.9% | +102.2% | +80.0% |
| All | +157.6% | -15.9% | +173.5% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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