-1.8%
MA vs DTE
+2.7%
-4.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -3.5% | -2.0% | -1.5% | -3.5% |
| 30D | +0.7% | -2.4% | +3.1% | +0.6% |
| 3M | +15.8% | -7.3% | +23.1% | +15.8% |
| 6M | +10.2% | -7.6% | +17.9% | +10.2% |
| YTD | -0.5% | +5.8% | -6.3% | -0.8% |
| 1Y | -1.8% | +2.3% | -4.1% | +0.7% |
| All | -1.8% | +2.7% | -4.6% | +0.7% |
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