+7.4%
DASH vs MAS
+32.0%
-24.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -5.6% |
| 7D | -10.6% | -0.8% | -9.8% | -10.2% |
| 30D | +2.2% | -5.6% | +7.7% | +5.2% |
| 3M | +32.3% | +4.4% | +27.8% | +27.7% |
| 6M | +19.1% | +7.2% | +11.9% | +11.7% |
| YTD | -6.5% | +16.1% | -22.6% | -18.1% |
| 1Y | -14.9% | +0.1% | -15.0% | -18.3% |
| 3Y | +151.9% | +28.3% | +123.6% | +84.6% |
| All | +7.4% | +32.0% | -24.6% | -24.1% |
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