+39.7%
DLR vs MAS
+44.7%
-4.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | -1.8% | -0.2% | -1.4% |
| 30D | +0.5% | +23.6% | -23.0% | -6.9% |
| 3M | -4.4% | +12.4% | -16.9% | -8.7% |
| 6M | -6.4% | +21.9% | -28.3% | -14.0% |
| YTD | +19.5% | +36.1% | -16.7% | +3.8% |
| 1Y | +10.5% | +39.5% | -29.0% | -5.1% |
| 3Y | +54.0% | +59.1% | -5.1% | +17.6% |
| 5Y | +39.7% | +44.4% | -4.7% | +6.4% |
| All | +39.7% | +44.7% | -4.9% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling