-2.1%
MA vs DOW
+27.5%
-29.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.4% |
| 7D | -1.8% | -2.9% | +1.2% | -1.7% |
| 30D | +1.4% | +2.0% | -0.5% | +1.4% |
| 3M | +17.7% | -12.5% | +30.3% | +18.0% |
| 6M | +9.7% | -9.2% | +18.9% | +8.9% |
| YTD | +0.5% | +30.8% | -30.3% | -4.3% |
| 1Y | -2.1% | +29.4% | -31.5% | -6.5% |
| All | -2.1% | +27.5% | -29.6% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling