+391.2%
DHI vs MAS
+135.2%
+256.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.5% | -1.1% |
| 7D | -2.0% | +1.0% | -3.0% | -2.8% |
| 30D | -8.3% | -8.1% | -0.2% | -2.1% |
| 3M | -3.7% | +3.3% | -7.0% | -6.7% |
| 6M | -5.4% | +12.4% | -17.8% | -14.9% |
| YTD | -3.0% | +13.3% | -16.3% | -13.6% |
| 1Y | -23.8% | -4.7% | -19.2% | -22.5% |
| 3Y | +21.8% | +33.0% | -11.2% | -4.6% |
| 5Y | +59.6% | +33.9% | +25.7% | +23.3% |
| 10Y | +391.2% | +135.4% | +255.8% | +165.2% |
| All | +391.2% | +135.2% | +256.0% | +165.2% |
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