+198.1%
MA vs DOW
-11.5%
+209.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.9% |
| 7D | -0.3% | -9.4% | +9.1% | +2.6% |
| 30D | +11.3% | +8.9% | +2.4% | +8.1% |
| 3M | +16.7% | +6.7% | +9.9% | +13.6% |
| 6M | +32.8% | -14.2% | +47.0% | +37.7% |
| YTD | +15.6% | +36.9% | -21.3% | -0.7% |
| 1Y | +19.6% | +45.8% | -26.2% | +0.1% |
| 3Y | +72.1% | -23.9% | +96.0% | +76.3% |
| 5Y | +96.0% | -30.8% | +126.8% | +106.3% |
| All | +198.1% | -11.5% | +209.5% | +140.1% |
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