+123.0%
DASH vs MAS
+67.0%
+56.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +6.6% |
| 7D | +17.2% | +14.2% | +3.0% | +12.8% |
| 30D | +3.6% | +26.8% | -23.3% | -3.2% |
| 3M | -1.9% | +13.1% | -15.0% | -5.5% |
| 6M | +15.1% | +27.9% | -12.9% | +6.9% |
| YTD | -12.3% | +38.7% | -51.0% | -21.6% |
| 1Y | -17.2% | +40.4% | -57.6% | -26.4% |
| All | +123.0% | +67.0% | +56.1% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling