+707.6%
DELL vs MAS
+29.0%
+678.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.8% |
| 7D | +14.9% | -0.8% | +15.6% | +15.3% |
| 30D | +13.3% | -5.6% | +18.8% | +15.8% |
| 3M | +24.4% | +4.4% | +19.9% | +20.8% |
| 6M | +258.0% | +7.2% | +250.8% | +240.8% |
| YTD | +320.2% | +16.1% | +304.1% | +282.6% |
| 1Y | +319.1% | +0.1% | +319.0% | +307.8% |
| All | +707.6% | +29.0% | +678.6% | +713.6% |
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