+151.3%
MA vs DT
+75.7%
+75.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +1.3% | +3.1% | -1.8% | +0.4% |
| 30D | +9.6% | -29.5% | +39.1% | +19.7% |
| 3M | +16.8% | -11.7% | +28.5% | +19.5% |
| 6M | +35.2% | +29.0% | +6.2% | +23.4% |
| YTD | +16.6% | +3.4% | +13.2% | +12.0% |
| 1Y | +19.8% | -4.2% | +24.0% | +17.5% |
| 3Y | +70.7% | -12.8% | +83.5% | +68.1% |
| 5Y | +87.4% | -39.6% | +127.0% | +96.7% |
| All | +151.3% | +75.7% | +75.7% | +64.4% |
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