+60.3%
DHI vs MAS
+32.0%
+28.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.6% |
| 7D | -3.1% | -0.8% | -2.4% | -2.6% |
| 30D | -5.5% | -5.6% | +0.1% | -1.0% |
| 3M | -2.2% | +4.4% | -6.7% | -6.2% |
| 6M | -6.0% | +7.2% | -13.2% | -12.7% |
| YTD | 0.0% | +16.1% | -16.1% | -13.4% |
| 1Y | -18.2% | +0.1% | -18.3% | -20.0% |
| 3Y | +22.5% | +28.3% | -5.8% | -2.9% |
| All | +60.3% | +32.0% | +28.3% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling