+59,947.1%
DHR vs MAS
+1,664.8%
+58,282.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.2% | -2.6% |
| 7D | -4.5% | +4.6% | -9.0% | -5.8% |
| 30D | +5.0% | +19.9% | -14.9% | -0.7% |
| 3M | +13.6% | +8.9% | +4.7% | +10.3% |
| 6M | +30.1% | +20.2% | +10.0% | +22.3% |
| YTD | -0.5% | +33.9% | -34.4% | -10.3% |
| 1Y | +7.4% | +34.7% | -27.2% | -3.3% |
| 3Y | +16.4% | +60.4% | -44.0% | -1.2% |
| 5Y | -10.3% | +43.5% | -53.8% | -22.3% |
| 10Y | +249.3% | +226.7% | +22.6% | +134.4% |
| All | +59,947.1% | +1,664.8% | +58,282.3% | +23,745.0% |
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