+119.8%
MA vs DT
+103.5%
+16.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -2.7% | -3.3% | +0.6% | -1.9% |
| 30D | +1.5% | +2.0% | -0.5% | +0.7% |
| 3M | +20.4% | +20.0% | +0.4% | +13.7% |
| 6M | +11.1% | +39.3% | -28.2% | -0.4% |
| YTD | +2.0% | +19.8% | -17.8% | -5.1% |
| 1Y | -2.2% | +4.3% | -6.4% | -5.5% |
| 3Y | +41.9% | +7.7% | +34.2% | +32.6% |
| 5Y | +75.4% | -26.8% | +102.2% | +75.1% |
| All | +119.8% | +103.5% | +16.3% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling