+360.1%
DELL vs MAS
+61.2%
+298.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -3.4% | -11.4% | -13.7% |
| 7D | -33.4% | +4.6% | -37.9% | -34.5% |
| 30D | -44.7% | +19.9% | -64.6% | -48.8% |
| 3M | -31.4% | +8.9% | -40.3% | -34.0% |
| 6M | +46.9% | +20.2% | +26.8% | +34.0% |
| YTD | +154.4% | +33.9% | +120.5% | +116.9% |
| 1Y | +110.1% | +34.7% | +75.5% | +78.4% |
| All | +360.1% | +61.2% | +298.9% | +321.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling