+584.1%
MA vs DRI
+330.2%
+253.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +7.9% | +10.8% | -2.9% | +3.9% |
| 3M | +16.8% | +0.9% | +15.9% | +16.1% |
| 6M | +31.0% | +16.3% | +14.7% | +22.9% |
| YTD | +15.0% | +27.8% | -12.7% | +3.5% |
| 1Y | +17.0% | +33.9% | -16.8% | +3.4% |
| 3Y | +68.5% | +67.2% | +1.3% | +33.8% |
| 5Y | +85.0% | +79.0% | +6.0% | +41.1% |
| All | +584.1% | +330.2% | +253.9% | +290.7% |
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