+143.6%
DKNG vs MAS
+94.8%
+48.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | +0.8% |
| 7D | +1.8% | +1.0% | +0.9% | +1.2% |
| 30D | -0.7% | -8.1% | +7.4% | +4.2% |
| 3M | -3.7% | +3.3% | -7.0% | -6.9% |
| 6M | -5.1% | +12.4% | -17.5% | -14.9% |
| YTD | -30.7% | +13.3% | -44.0% | -38.8% |
| 1Y | -48.5% | -4.7% | -43.8% | -49.2% |
| 3Y | -25.1% | +33.0% | -58.0% | -43.2% |
| 5Y | -62.3% | +33.9% | -96.2% | -72.0% |
| All | +143.6% | +94.8% | +48.8% | +47.5% |
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