+54,893.9%
DHR vs MAS
+1,430.5%
+53,463.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | +4.0% | -5.6% | +9.6% | +5.7% |
| 3M | +11.5% | +4.4% | +7.0% | +9.6% |
| 6M | +1.9% | +7.2% | -5.3% | -1.2% |
| YTD | -8.9% | +16.1% | -25.0% | -14.0% |
| 1Y | +5.1% | +0.1% | +5.0% | +3.6% |
| 3Y | -10.3% | +28.3% | -38.6% | -18.5% |
| 5Y | -27.8% | +30.5% | -58.3% | -35.5% |
| 10Y | +203.6% | +139.1% | +64.5% | +122.7% |
| All | +54,893.9% | +1,430.5% | +53,463.4% | +22,744.7% |
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