+178.5%
DLR vs MAS
+231.2%
-52.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.6% | -3.1% | +0.5% |
| 7D | +2.8% | +14.2% | -11.3% | -2.2% |
| 30D | +2.8% | +26.8% | -24.0% | -6.2% |
| 3M | -4.0% | +13.1% | -17.1% | -8.8% |
| 6M | -5.6% | +27.9% | -33.5% | -15.2% |
| YTD | +21.9% | +38.7% | -16.7% | +4.9% |
| 1Y | +13.0% | +40.4% | -27.4% | -3.6% |
| 3Y | +52.2% | +66.1% | -13.9% | +16.8% |
| 5Y | +40.3% | +47.4% | -7.1% | +10.4% |
| All | +178.5% | +231.2% | -52.8% | +55.7% |
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