+17.1%
DLR vs MAS
+38.5%
-21.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.3% | +3.0% | +0.3% | +2.8% |
| 30D | +4.6% | +22.4% | -17.8% | +1.4% |
| 3M | -8.3% | +14.5% | -22.8% | -10.2% |
| 6M | -5.6% | +27.1% | -32.8% | -9.5% |
| YTD | +18.7% | +35.8% | -17.0% | +13.3% |
| 1Y | +17.1% | +39.4% | -22.3% | +12.2% |
| All | +17.1% | +38.5% | -21.4% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling