+3,595.7%
DLR vs MAS
+281.4%
+3,314.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | +1.6% | -0.8% | +2.3% | +1.9% |
| 30D | -3.4% | -5.6% | +2.2% | -1.4% |
| 3M | +0.5% | +4.4% | -3.9% | -2.1% |
| 6M | +4.6% | +7.2% | -2.6% | +0.2% |
| YTD | +23.4% | +16.1% | +7.3% | +14.0% |
| 1Y | +19.0% | +0.1% | +18.9% | +16.0% |
| 3Y | +56.5% | +28.3% | +28.2% | +34.7% |
| 5Y | +33.3% | +30.5% | +2.9% | +12.1% |
| 10Y | +165.1% | +139.1% | +26.0% | +67.4% |
| All | +3,595.7% | +281.4% | +3,314.2% | +1,151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling