+92.3%
MA vs DOW
-30.0%
+122.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +2.3% | -9.5% | +11.8% | +4.2% |
| 30D | +14.7% | +13.1% | +1.6% | +11.7% |
| 3M | +13.5% | +4.8% | +8.7% | +12.0% |
| 6M | +33.1% | -16.7% | +49.8% | +37.4% |
| YTD | +15.1% | +38.9% | -23.8% | +2.3% |
| 1Y | +18.7% | +48.3% | -29.6% | +3.3% |
| 3Y | +72.1% | -24.4% | +96.4% | +79.7% |
| All | +92.3% | -30.0% | +122.3% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling