+553.1%
MA vs DRI
+367.2%
+185.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +2.3% | +2.8% | -0.5% | +1.3% |
| 30D | +14.7% | +13.3% | +1.4% | +9.5% |
| 3M | +13.5% | +8.2% | +5.3% | +9.8% |
| 6M | +33.1% | +17.5% | +15.6% | +24.4% |
| YTD | +15.1% | +26.9% | -11.8% | +3.9% |
| 1Y | +18.7% | +31.6% | -12.8% | +5.6% |
| 3Y | +72.1% | +67.0% | +5.1% | +36.9% |
| 5Y | +92.8% | +72.9% | +19.9% | +49.1% |
| All | +553.1% | +367.2% | +185.9% | +294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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