+19.4%
MA vs DOW
+43.1%
-23.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.4% |
| 7D | -0.3% | -9.4% | +9.1% | -0.6% |
| 30D | +11.3% | +8.9% | +2.4% | +11.4% |
| 3M | +16.7% | +6.7% | +9.9% | +16.6% |
| 6M | +32.8% | -14.2% | +47.0% | +32.5% |
| YTD | +15.6% | +36.9% | -21.3% | +10.0% |
| All | +19.4% | +43.1% | -23.8% | +11.1% |
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 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