+479.7%
DHI vs MAS
+214.3%
+265.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -8.0% | +1.2% | -9.2% | -8.9% |
| 30D | +7.0% | +21.6% | -14.6% | -8.1% |
| 3M | -0.6% | +14.1% | -14.7% | -10.3% |
| 6M | +1.5% | +22.6% | -21.1% | -14.0% |
| YTD | +1.5% | +35.4% | -33.9% | -21.5% |
| 1Y | +0.4% | +37.5% | -37.0% | -23.1% |
| 3Y | +21.9% | +58.3% | -36.4% | -17.0% |
| 5Y | +56.1% | +39.1% | +17.0% | +16.4% |
| All | +479.7% | +214.3% | +265.4% | +147.2% |
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