+14,609.3%
DE vs MAS
+1,430.5%
+13,178.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.8% |
| 7D | +10.0% | -0.8% | +10.8% | +10.3% |
| 30D | +13.3% | -5.6% | +18.9% | +15.6% |
| 3M | +17.5% | +4.4% | +13.1% | +14.8% |
| 6M | +13.6% | +7.2% | +6.4% | +9.2% |
| YTD | +49.8% | +16.1% | +33.7% | +39.2% |
| 1Y | +47.9% | +0.1% | +47.8% | +45.0% |
| 3Y | +72.5% | +28.3% | +44.2% | +51.4% |
| 5Y | +90.2% | +30.5% | +59.8% | +61.7% |
| 10Y | +865.4% | +139.1% | +726.2% | +542.7% |
| All | +14,609.3% | +1,430.5% | +13,178.8% | +3,911.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling