+503.0%
MA vs DTE
+137.8%
+365.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | -1.7% | -2.6% | +0.8% | -0.5% |
| 30D | +1.7% | -4.4% | +6.1% | +3.9% |
| 3M | +17.2% | -8.3% | +25.5% | +22.0% |
| 6M | +13.3% | -8.1% | +21.4% | +17.3% |
| YTD | +0.2% | +4.4% | -4.2% | -3.2% |
| 1Y | -2.7% | +0.2% | -2.9% | -4.1% |
| 3Y | +39.1% | +42.6% | -3.6% | +12.2% |
| 5Y | +68.8% | +31.5% | +37.3% | +40.4% |
| All | +503.0% | +137.8% | +365.2% | +287.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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