+66.3%
MA vs DTE
+31.9%
+34.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +0.8% | -0.5% | +1.3% | +0.9% |
| 3M | +14.8% | -6.0% | +20.8% | +17.0% |
| 6M | +10.0% | -7.2% | +17.2% | +12.3% |
| YTD | -0.1% | +7.2% | -7.3% | -3.5% |
| 1Y | -2.2% | +4.1% | -6.3% | -4.6% |
| 3Y | +39.3% | +46.9% | -7.6% | +18.7% |
| 5Y | +66.3% | +32.9% | +33.4% | +48.3% |
| All | +66.3% | +31.9% | +34.4% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling