+569.6%
MA vs DRI
+339.9%
+229.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | +11.0% | +14.7% | -3.7% | +5.6% |
| 3M | +17.9% | +5.4% | +12.4% | +15.2% |
| 6M | +33.2% | +18.8% | +14.3% | +24.0% |
| YTD | +16.5% | +28.4% | -11.9% | +4.7% |
| 1Y | +19.1% | +37.7% | -18.6% | +4.1% |
| 3Y | +70.6% | +68.0% | +2.6% | +35.3% |
| 5Y | +92.1% | +78.8% | +13.3% | +46.8% |
| 10Y | +569.6% | +334.2% | +235.4% | +294.3% |
| All | +569.6% | +339.9% | +229.7% | +294.3% |
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