+13,824.1%
MA vs DTE
+780.9%
+13,043.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +1.5% | -2.6% | +4.1% | +2.9% |
| 3M | +20.4% | -3.9% | +24.3% | +22.8% |
| 6M | +11.1% | -7.9% | +19.0% | +15.5% |
| YTD | +2.0% | +7.2% | -5.2% | -3.1% |
| 1Y | -2.2% | +3.1% | -5.2% | -5.1% |
| 3Y | +41.9% | +47.6% | -5.7% | +10.0% |
| 5Y | +75.4% | +32.7% | +42.6% | +42.3% |
| 10Y | +527.5% | +138.8% | +388.8% | +240.4% |
| All | +13,824.1% | +780.9% | +13,043.3% | +3,349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling