-2.2%
MA vs DT
+4.0%
-6.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.7% | -3.3% | +0.6% | -2.3% |
| 30D | +1.5% | +2.0% | -0.5% | +1.2% |
| 3M | +20.4% | +20.0% | +0.4% | +17.3% |
| 6M | +11.1% | +39.3% | -28.2% | +5.7% |
| YTD | +2.0% | +19.8% | -17.8% | -1.7% |
| 1Y | -2.2% | +4.3% | -6.4% | -4.5% |
| All | -2.2% | +4.0% | -6.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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