+1,130.0%
DIA vs MAS
+615.6%
+514.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.6% | -2.5% | +1.4% |
| 7D | +1.6% | +14.2% | -12.6% | -2.4% |
| 30D | +4.1% | +26.8% | -22.7% | -3.2% |
| 3M | -1.0% | +13.1% | -14.2% | -4.9% |
| 6M | +9.7% | +27.9% | -18.3% | +0.9% |
| YTD | +12.2% | +38.7% | -26.5% | 0.0% |
| 1Y | +14.9% | +40.4% | -25.5% | +2.0% |
| 3Y | +64.2% | +66.1% | -1.9% | +36.3% |
| 5Y | +60.9% | +47.4% | +13.4% | +35.9% |
| 10Y | +261.3% | +238.3% | +23.0% | +134.8% |
| All | +1,130.0% | +615.6% | +514.4% | +376.4% |
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