+2,505.9%
DELL vs MAS
+213.7%
+2,292.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.6% |
| 7D | -22.6% | +2.0% | -24.5% | -23.5% |
| 30D | -43.2% | +19.4% | -62.6% | -48.4% |
| 3M | -24.8% | +9.4% | -34.3% | -29.0% |
| 6M | +38.0% | +15.3% | +22.7% | +25.6% |
| YTD | +163.7% | +31.3% | +132.4% | +122.1% |
| 1Y | +122.5% | +34.9% | +87.7% | +84.8% |
| 3Y | +377.0% | +58.6% | +318.4% | +257.0% |
| 5Y | +542.6% | +40.7% | +501.9% | +400.1% |
| All | +2,505.9% | +213.7% | +2,292.2% | +1,301.6% |
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