+148.1%
MA vs DT
+70.4%
+77.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.3% | -24.7% | +27.0% | +9.9% |
| 30D | +14.7% | -27.4% | +42.0% | +24.2% |
| 3M | +13.5% | -11.1% | +24.6% | +15.9% |
| 6M | +33.1% | +13.7% | +19.4% | +25.5% |
| YTD | +15.1% | +0.2% | +14.8% | +11.5% |
| 1Y | +18.7% | -5.7% | +24.4% | +16.9% |
| 3Y | +72.1% | -8.1% | +80.2% | +66.6% |
| 5Y | +92.8% | -43.1% | +135.9% | +105.7% |
| All | +148.1% | +70.4% | +77.8% | +63.7% |
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