+181.2%
DLR vs MAS
+215.0%
-33.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +3.3% | +3.0% | +0.3% | +2.2% |
| 30D | +4.6% | +22.4% | -17.8% | -3.3% |
| 3M | -8.3% | +14.5% | -22.8% | -13.2% |
| 6M | -5.6% | +27.1% | -32.8% | -15.0% |
| YTD | +18.7% | +35.8% | -17.0% | +2.9% |
| 1Y | +17.1% | +39.4% | -22.3% | +0.1% |
| 3Y | +54.4% | +60.3% | -5.9% | +20.0% |
| 5Y | +36.5% | +39.4% | -2.9% | +9.7% |
| All | +181.2% | +215.0% | -33.8% | +58.1% |
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