+241.6%
DIA vs MAS
+219.8%
+21.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.2% |
| 7D | -1.6% | +4.6% | -6.2% | -3.3% |
| 30D | 0.0% | +19.9% | -19.9% | -6.8% |
| 3M | -4.9% | +8.9% | -13.8% | -8.3% |
| 6M | +5.0% | +20.2% | -15.1% | -3.2% |
| YTD | +8.2% | +33.9% | -25.7% | -5.5% |
| 1Y | +10.3% | +34.7% | -24.4% | -4.0% |
| 3Y | +58.4% | +60.4% | -2.0% | +24.3% |
| 5Y | +54.3% | +43.5% | +10.9% | +23.8% |
| All | +241.6% | +219.8% | +21.8% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling