-5.2%
DASH vs MAR
+224.4%
-229.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +0.4% | +4.3% | -3.9% | -2.0% |
| 30D | -6.0% | +16.8% | -22.9% | -14.7% |
| 3M | -15.8% | +16.0% | -31.8% | -23.3% |
| 6M | +7.0% | +16.5% | -9.5% | -3.6% |
| YTD | -20.7% | +35.0% | -55.7% | -36.0% |
| 1Y | -8.5% | +49.4% | -57.9% | -31.4% |
| 3Y | +101.8% | +124.1% | -22.3% | +10.7% |
| 5Y | -9.6% | +159.2% | -168.7% | -55.6% |
| All | -5.2% | +224.4% | -229.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling