+23.2%
DHI vs MAS
+59.7%
-36.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.6% |
| 7D | -4.1% | +3.0% | -7.1% | -6.3% |
| 30D | +9.3% | +22.4% | -13.1% | -6.5% |
| 3M | -2.6% | +14.5% | -17.0% | -12.2% |
| 6M | +4.1% | +27.1% | -23.0% | -14.3% |
| YTD | +2.3% | +35.8% | -33.5% | -21.4% |
| 1Y | +2.7% | +39.4% | -36.7% | -22.7% |
| 3Y | +23.2% | +60.3% | -37.1% | -17.3% |
| All | +23.2% | +59.7% | -36.5% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling