+18.7%
MA vs DT
-8.7%
+27.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +2.3% | -24.7% | +27.0% | +5.0% |
| 30D | +14.7% | -27.4% | +42.0% | +18.0% |
| 3M | +13.5% | -11.1% | +24.6% | +13.9% |
| 6M | +33.1% | +13.7% | +19.4% | +29.1% |
| YTD | +15.1% | +0.2% | +14.8% | +12.0% |
| 1Y | +18.7% | -5.7% | +24.4% | +16.1% |
| All | +18.7% | -8.7% | +27.5% | +16.1% |
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 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