+13,377.9%
DHI vs MAS
+1,339.4%
+12,038.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | -6.1% | -1.8% | -4.2% | -5.0% |
| 30D | +9.8% | +23.6% | -13.7% | -4.1% |
| 3M | -2.2% | +12.4% | -14.6% | -9.2% |
| 6M | +2.0% | +21.9% | -19.8% | -10.4% |
| YTD | +3.3% | +36.1% | -32.8% | -16.2% |
| 1Y | +1.5% | +39.5% | -38.0% | -18.8% |
| 3Y | +24.0% | +59.1% | -35.1% | -8.8% |
| 5Y | +61.2% | +44.4% | +16.8% | +26.3% |
| 10Y | +503.7% | +217.0% | +286.7% | +187.6% |
| All | +13,377.9% | +1,339.4% | +12,038.5% | +3,289.2% |
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 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