+508.5%
DHI vs MAS
+219.2%
+289.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -2.8% |
| 7D | +3.1% | +3.6% | -0.5% | +0.3% |
| 30D | +11.0% | +23.8% | -12.8% | -6.0% |
| 3M | +2.1% | +14.4% | -12.4% | -8.0% |
| 6M | +1.7% | +19.7% | -18.0% | -12.2% |
| YTD | +4.9% | +36.0% | -31.1% | -19.2% |
| 1Y | +4.8% | +40.4% | -35.6% | -21.1% |
| 3Y | +25.9% | +58.9% | -33.0% | -14.6% |
| 5Y | +66.0% | +44.5% | +21.4% | +20.1% |
| 10Y | +508.5% | +214.8% | +293.8% | +156.4% |
| All | +508.5% | +219.2% | +289.3% | +156.4% |
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