+33.3%
DRAM vs MAS
+43.3%
-10.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -3.4% | -14.5% | -16.9% |
| 7D | -28.5% | +4.6% | -33.0% | -29.1% |
| 30D | -37.8% | +19.9% | -57.7% | -41.7% |
| 3M | -31.1% | +8.9% | -40.0% | -32.7% |
| 6M | -20.0% | +20.2% | -40.2% | -27.0% |
| All | +33.3% | +43.3% | -10.0% | +10.2% |
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