+4,423.5%
DELL vs MAS
+137.9%
+4,285.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.6% |
| 7D | +14.9% | -0.8% | +15.6% | +15.4% |
| 30D | +13.3% | -5.6% | +18.8% | +16.2% |
| 3M | +24.4% | +4.4% | +19.9% | +20.4% |
| 6M | +258.0% | +7.2% | +250.8% | +239.3% |
| YTD | +320.2% | +16.1% | +304.1% | +280.4% |
| 1Y | +319.1% | +0.1% | +319.0% | +307.2% |
| 3Y | +706.5% | +28.3% | +678.2% | +578.5% |
| 5Y | +1,071.9% | +30.5% | +1,041.4% | +858.3% |
| All | +4,423.5% | +137.9% | +4,285.6% | +2,656.4% |
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