+782.7%
DE vs MAS
+219.2%
+563.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | +3.3% | +3.6% | -0.3% | +1.5% |
| 30D | +10.7% | +23.8% | -13.1% | -0.3% |
| 3M | +13.1% | +14.4% | -1.3% | +5.4% |
| 6M | +20.2% | +19.7% | +0.5% | +8.7% |
| YTD | +48.9% | +36.0% | +12.9% | +24.7% |
| 1Y | +46.6% | +40.4% | +6.3% | +20.7% |
| 3Y | +91.4% | +58.9% | +32.5% | +43.6% |
| 5Y | +108.1% | +44.5% | +63.6% | +59.1% |
| 10Y | +782.7% | +214.8% | +567.9% | +356.4% |
| All | +782.7% | +219.2% | +563.5% | +356.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling