+19.1%
MA vs DRI
+36.0%
-16.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.8% | -0.7% | -1.1% | -1.6% |
| 30D | +11.0% | +14.7% | -3.7% | +8.3% |
| 3M | +17.9% | +5.4% | +12.4% | +16.4% |
| 6M | +33.2% | +18.8% | +14.3% | +27.6% |
| YTD | +16.5% | +28.4% | -11.9% | +6.7% |
| 1Y | +19.1% | +37.7% | -18.6% | +4.1% |
| All | +19.1% | +36.0% | -16.9% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling