+240.2%
DIA vs MAS
+213.7%
+26.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | -0.9% | +2.0% | -2.9% | -1.7% |
| 30D | +0.3% | +19.4% | -19.1% | -6.4% |
| 3M | -4.5% | +9.4% | -13.9% | -8.1% |
| 6M | +3.4% | +15.3% | -12.0% | -3.3% |
| YTD | +7.8% | +31.3% | -23.5% | -5.2% |
| 1Y | +10.7% | +34.9% | -24.1% | -3.8% |
| 3Y | +57.5% | +58.6% | -1.1% | +24.1% |
| 5Y | +53.7% | +40.7% | +13.0% | +24.2% |
| All | +240.2% | +213.7% | +26.5% | +95.7% |
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 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