-23.8%
DHI vs MAS
-4.8%
-19.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.5% | -1.3% |
| 7D | -2.0% | +1.0% | -3.0% | -2.7% |
| 30D | -8.3% | -8.1% | -0.2% | -2.8% |
| 3M | -3.7% | +3.3% | -7.0% | -6.7% |
| 6M | -5.4% | +12.4% | -17.8% | -14.5% |
| YTD | -3.0% | +13.3% | -16.3% | -14.2% |
| 1Y | -23.8% | -4.7% | -19.2% | -23.3% |
| All | -23.8% | -4.8% | -19.1% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling