-9.4%
DASH vs MAS
+41.7%
-51.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.4% | -6.0% | -7.4% |
| 7D | +0.5% | +4.6% | -4.0% | -1.6% |
| 30D | -7.1% | +19.9% | -27.0% | -15.8% |
| 3M | -13.2% | +8.9% | -22.1% | -17.2% |
| 6M | +8.3% | +20.2% | -11.9% | -3.4% |
| YTD | -20.6% | +33.9% | -54.4% | -35.8% |
| 1Y | -24.4% | +34.7% | -59.1% | -39.3% |
| 3Y | +94.5% | +60.4% | +34.1% | +21.1% |
| 5Y | -9.4% | +43.5% | -52.9% | -37.6% |
| All | -9.4% | +41.7% | -51.1% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling