+116.7%
MA vs DT
+97.2%
+19.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | -1.8% | -4.9% | +3.1% | -0.5% |
| 30D | +1.4% | +2.7% | -1.3% | +0.5% |
| 3M | +17.7% | +20.0% | -2.2% | +11.2% |
| 6M | +9.7% | +28.0% | -18.4% | +0.7% |
| YTD | +0.5% | +16.0% | -15.5% | -5.6% |
| 1Y | -2.1% | +0.7% | -2.8% | -4.5% |
| 3Y | +40.1% | +6.2% | +33.9% | +31.3% |
| 5Y | +67.5% | -28.1% | +95.6% | +68.0% |
| All | +116.7% | +97.2% | +19.5% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling