+67.5%
MA vs DT
-28.6%
+96.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.7% |
| 7D | -1.8% | -4.9% | +3.1% | -0.7% |
| 30D | +1.4% | +2.7% | -1.3% | +0.6% |
| 3M | +17.7% | +20.0% | -2.2% | +12.1% |
| 6M | +9.7% | +28.0% | -18.4% | +1.9% |
| YTD | +0.5% | +16.0% | -15.5% | -4.6% |
| 1Y | -2.1% | +0.7% | -2.8% | -3.9% |
| 3Y | +40.1% | +6.2% | +33.9% | +32.8% |
| 5Y | +67.5% | -28.1% | +95.6% | +65.0% |
| All | +67.5% | -28.6% | +96.1% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling