+17.0%
MA vs DTE
+3.0%
+14.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.5% | +3.2% | -3.7% | -0.6% |
| 30D | +7.9% | +8.5% | -0.6% | +8.0% |
| 3M | +16.8% | +1.3% | +15.5% | +16.3% |
| 6M | +31.0% | -0.7% | +31.7% | +31.1% |
| YTD | +15.0% | +10.6% | +4.4% | +16.3% |
| 1Y | +17.0% | +2.6% | +14.4% | +23.9% |
| All | +17.0% | +3.0% | +14.1% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling