-5.8%
DASH vs MAR
+158.9%
-164.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | -4.8% | +0.2% | -5.0% | -4.7% |
| 30D | -7.9% | +14.0% | -21.9% | -16.2% |
| 3M | -16.3% | +18.1% | -34.4% | -25.9% |
| 6M | +10.4% | +18.6% | -8.2% | -3.5% |
| YTD | -20.1% | +35.3% | -55.4% | -38.0% |
| 1Y | -11.4% | +44.5% | -55.9% | -35.2% |
| 3Y | +114.1% | +120.7% | -6.6% | +3.5% |
| 5Y | -5.8% | +164.1% | -169.8% | -62.2% |
| All | -5.8% | +158.9% | -164.7% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling