+2,876.0%
DELL vs MAS
+214.3%
+2,661.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +17.1% | +1.2% | +16.0% | +16.5% |
| 30D | -35.1% | +21.6% | -56.7% | -41.4% |
| 3M | -23.3% | +14.1% | -37.4% | -28.7% |
| 6M | +55.8% | +22.6% | +33.2% | +37.7% |
| YTD | +198.0% | +35.4% | +162.5% | +147.5% |
| 1Y | +166.6% | +37.5% | +129.1% | +119.6% |
| 3Y | +427.6% | +58.3% | +369.3% | +296.1% |
| 5Y | +630.6% | +39.1% | +591.5% | +472.7% |
| All | +2,876.0% | +214.3% | +2,661.7% | +1,495.1% |
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 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