+47.7%
DLR vs MAS
+61.2%
-13.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.4% | -2.1% | -4.8% |
| 7D | -4.5% | +4.6% | -9.1% | -5.4% |
| 30D | -5.4% | +19.9% | -25.3% | -9.2% |
| 3M | -9.8% | +8.9% | -18.7% | -11.6% |
| 6M | -10.0% | +20.2% | -30.1% | -14.3% |
| YTD | +15.2% | +33.9% | -18.7% | +5.8% |
| 1Y | +7.9% | +34.7% | -26.8% | -1.1% |
| All | +47.7% | +61.2% | -13.6% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling