+518.6%
DHI vs MAS
+215.9%
+302.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -2.2% |
| 7D | +4.3% | +2.4% | +2.0% | +2.6% |
| 30D | +14.3% | +19.8% | -5.6% | -0.7% |
| 3M | +4.3% | +9.8% | -5.5% | -2.9% |
| 6M | +2.7% | +15.8% | -13.1% | -9.0% |
| YTD | +6.7% | +31.8% | -25.1% | -15.7% |
| 1Y | +6.1% | +35.4% | -29.3% | -17.8% |
| 3Y | +33.5% | +59.2% | -25.7% | -9.5% |
| 5Y | +73.4% | +41.2% | +32.2% | +27.9% |
| All | +518.6% | +215.9% | +302.6% | +165.0% |
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