+3,301.4%
DELL vs MAS
+185.9%
+3,115.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.6% | -14.5% | -11.4% |
| 7D | -24.6% | +14.2% | -38.8% | -29.6% |
| 30D | -32.5% | +26.8% | -59.3% | -40.4% |
| 3M | -20.2% | +13.1% | -33.3% | -25.8% |
| 6M | +76.5% | +27.9% | +48.5% | +53.0% |
| YTD | +198.9% | +38.7% | +160.3% | +145.7% |
| 1Y | +143.3% | +40.4% | +103.0% | +98.7% |
| 3Y | +459.7% | +66.1% | +393.6% | +311.7% |
| 5Y | +652.2% | +47.4% | +604.8% | +474.5% |
| 10Y | +2,908.2% | +238.3% | +2,669.9% | +1,502.4% |
| All | +3,301.4% | +185.9% | +3,115.5% | +1,814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling