+22.5%
MA vs DT
-5.1%
+27.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.5% | +4.0% |
| 7D | +10.2% | -25.5% | +35.7% | +13.2% |
| 30D | +19.3% | -22.3% | +41.6% | +21.9% |
| 3M | +18.0% | +2.3% | +15.6% | +16.5% |
| 6M | +33.7% | +20.7% | +13.0% | +29.0% |
| YTD | +18.6% | +7.9% | +10.7% | +14.4% |
| 1Y | +22.5% | -5.7% | +28.2% | +18.9% |
| All | +22.5% | -5.1% | +27.6% | +18.9% |
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