+89.6%
MA vs DTE
+45.8%
+43.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +1.8% | +3.5% | -1.7% | +0.7% |
| 30D | +11.8% | +9.5% | +2.3% | +8.7% |
| 3M | +17.2% | +2.5% | +14.6% | +16.2% |
| 6M | +33.4% | +0.6% | +32.8% | +32.9% |
| YTD | +16.1% | +10.5% | +5.7% | +11.2% |
| 1Y | +19.9% | +3.3% | +16.6% | +17.7% |
| 3Y | +70.1% | +56.3% | +13.8% | +42.4% |
| 5Y | +89.6% | +44.9% | +44.7% | +64.3% |
| All | +89.6% | +45.8% | +43.8% | +64.3% |
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