+13,824.2%
MA vs DRI
+1,089.1%
+12,735.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +1.5% | +3.8% | -2.3% | -0.1% |
| 3M | +20.4% | +13.0% | +7.4% | +14.2% |
| 6M | +11.1% | +8.3% | +2.8% | +6.8% |
| YTD | +2.0% | +20.6% | -18.7% | -6.4% |
| 1Y | -2.2% | +6.5% | -8.6% | -5.9% |
| 3Y | +41.9% | +53.7% | -11.8% | +15.4% |
| 5Y | +75.4% | +72.7% | +2.7% | +34.5% |
| 10Y | +527.5% | +363.2% | +164.4% | +189.7% |
| All | +13,824.2% | +1,089.1% | +12,735.1% | +3,308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling