+32.4%
MA vs DRI
+21.0%
+11.4%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | +3.2% | +3.7% | -0.5% | +2.5% |
| 30D | +15.9% | +13.5% | +2.5% | +14.1% |
| 3M | +15.2% | +10.4% | +4.8% | +13.3% |
| 6M | +32.4% | +19.5% | +12.9% | +26.4% |
| All | +32.4% | +21.0% | +11.4% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling