+150.4%
MA vs DT
+70.5%
+79.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +1.8% | -7.5% | +9.3% | +3.9% |
| 30D | +11.8% | -31.5% | +43.3% | +23.1% |
| 3M | +17.2% | -14.0% | +31.2% | +20.7% |
| 6M | +33.4% | +6.9% | +26.5% | +28.1% |
| YTD | +16.1% | +0.3% | +15.8% | +12.5% |
| 1Y | +19.9% | -6.9% | +26.8% | +18.5% |
| 3Y | +70.1% | -13.9% | +84.0% | +67.9% |
| 5Y | +89.6% | -39.9% | +129.6% | +99.1% |
| All | +150.4% | +70.5% | +79.9% | +65.1% |
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