-11.0%
DHR vs MAS
+41.0%
-51.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.4% |
| 7D | -0.9% | +2.4% | -3.2% | -1.9% |
| 30D | +5.4% | +19.8% | -14.5% | -2.5% |
| 3M | +15.3% | +9.8% | +5.5% | +10.4% |
| 6M | +32.1% | +15.8% | +16.4% | +22.8% |
| YTD | +1.2% | +31.8% | -30.6% | -12.8% |
| 1Y | +10.1% | +35.4% | -25.3% | -6.4% |
| 3Y | +19.9% | +59.2% | -39.4% | -7.8% |
| All | -11.0% | +41.0% | -51.9% | -28.6% |
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