+58.2%
DLR vs MAS
+29.0%
+29.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.1% |
| 7D | +1.6% | -0.8% | +2.3% | +1.8% |
| 30D | -3.4% | -5.6% | +2.2% | -2.1% |
| 3M | +0.5% | +4.4% | -3.9% | -1.3% |
| 6M | +4.6% | +7.2% | -2.6% | +1.5% |
| YTD | +23.4% | +16.1% | +7.3% | +16.7% |
| 1Y | +19.0% | +0.1% | +18.9% | +17.4% |
| All | +58.2% | +29.0% | +29.2% | +28.3% |
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