+88.5%
MA vs DT
-37.8%
+126.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +1.3% | +3.1% | -1.8% | +0.6% |
| 30D | +9.6% | -29.5% | +39.1% | +18.0% |
| 3M | +16.8% | -11.7% | +28.5% | +19.0% |
| 6M | +35.2% | +29.0% | +6.2% | +24.9% |
| YTD | +16.6% | +3.4% | +13.2% | +12.7% |
| 1Y | +19.8% | -4.2% | +24.0% | +18.0% |
| 3Y | +70.7% | -12.8% | +83.5% | +68.9% |
| All | +88.5% | -37.8% | +126.3% | +99.7% |
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 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