+860.6%
DE vs MAS
+137.9%
+722.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.0% |
| 7D | +10.0% | -0.8% | +10.8% | +10.3% |
| 30D | +13.3% | -5.6% | +18.9% | +16.1% |
| 3M | +17.5% | +4.4% | +13.1% | +14.1% |
| 6M | +13.6% | +7.2% | +6.4% | +8.0% |
| YTD | +49.8% | +16.1% | +33.7% | +36.1% |
| 1Y | +47.9% | +0.1% | +47.8% | +44.0% |
| 3Y | +72.5% | +28.3% | +44.2% | +44.6% |
| 5Y | +90.2% | +30.5% | +59.8% | +52.6% |
| All | +860.6% | +137.9% | +722.6% | +451.4% |
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