+13,816.6%
DHI vs MAS
+1,288.5%
+12,528.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.1% |
| 7D | +4.3% | +2.0% | +2.3% | +3.2% |
| 30D | +14.3% | +19.4% | -5.1% | +2.0% |
| 3M | +4.3% | +9.4% | -5.1% | -1.4% |
| 6M | +2.7% | +15.3% | -12.6% | -6.5% |
| YTD | +6.7% | +31.3% | -24.6% | -11.5% |
| 1Y | +6.1% | +34.9% | -28.7% | -13.3% |
| 3Y | +33.5% | +58.6% | -25.1% | -1.6% |
| 5Y | +73.4% | +40.7% | +32.7% | +38.3% |
| 10Y | +492.5% | +220.4% | +272.1% | +180.7% |
| All | +13,816.6% | +1,288.5% | +12,528.0% | +3,482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling