+62.5%
DRAM vs MAS
+48.4%
+14.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.6% | -11.0% | -6.6% |
| 7D | -16.6% | +14.2% | -30.8% | -19.8% |
| 30D | -26.9% | +26.8% | -53.7% | -32.9% |
| 3M | -17.8% | +13.1% | -30.9% | -20.8% |
| 6M | +6.2% | +27.9% | -21.7% | -5.3% |
| All | +62.5% | +48.4% | +14.1% | +32.7% |
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