+15,692.2%
MA vs DRI
+1,164.0%
+14,528.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +3.2% | +3.7% | -0.5% | +1.7% |
| 30D | +15.9% | +13.5% | +2.5% | +10.4% |
| 3M | +15.2% | +10.4% | +4.8% | +10.4% |
| 6M | +32.4% | +19.5% | +12.9% | +22.5% |
| YTD | +15.6% | +28.2% | -12.6% | +3.4% |
| 1Y | +19.3% | +31.0% | -11.7% | +5.7% |
| 3Y | +73.0% | +67.1% | +5.9% | +36.1% |
| 5Y | +93.7% | +74.7% | +19.1% | +47.8% |
| 10Y | +575.0% | +376.2% | +198.8% | +208.1% |
| All | +15,692.2% | +1,164.0% | +14,528.2% | +3,667.4% |
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 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