+554.8%
MA vs DRI
+370.8%
+184.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.1% |
| 7D | -0.3% | +3.1% | -3.5% | -1.5% |
| 30D | +11.3% | +16.2% | -4.9% | +5.3% |
| 3M | +16.7% | +8.4% | +8.3% | +12.9% |
| 6M | +32.8% | +19.0% | +13.8% | +23.5% |
| YTD | +15.6% | +28.8% | -13.2% | +3.8% |
| 1Y | +19.6% | +33.1% | -13.6% | +5.9% |
| 3Y | +72.1% | +70.8% | +1.3% | +35.7% |
| 5Y | +96.0% | +74.2% | +21.8% | +51.2% |
| 10Y | +554.8% | +345.5% | +209.3% | +291.0% |
| All | +554.8% | +370.8% | +184.0% | +291.0% |
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