+15,612.2%
MA vs DTE
+809.3%
+14,802.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | -0.5% | +3.2% | -3.7% | -2.2% |
| 30D | +7.9% | +8.5% | -0.6% | +3.2% |
| 3M | +16.8% | +1.3% | +15.5% | +15.8% |
| 6M | +31.0% | -0.7% | +31.7% | +30.9% |
| YTD | +15.0% | +10.6% | +4.4% | +7.3% |
| 1Y | +17.0% | +2.6% | +14.4% | +13.8% |
| 3Y | +68.5% | +56.5% | +12.0% | +26.6% |
| 5Y | +85.0% | +46.7% | +38.2% | +41.5% |
| 10Y | +561.3% | +150.4% | +410.9% | +249.5% |
| All | +15,612.2% | +809.3% | +14,802.9% | +3,720.6% |
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