+117.6%
DT vs MAS
+100.6%
+17.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.4% |
| 7D | -3.3% | -0.8% | -2.5% | -3.0% |
| 30D | +2.0% | -5.6% | +7.6% | +4.4% |
| 3M | +20.0% | +4.4% | +15.6% | +16.2% |
| 6M | +39.3% | +7.2% | +32.1% | +31.4% |
| YTD | +19.8% | +16.1% | +3.6% | +7.2% |
| 1Y | +4.3% | +0.1% | +4.2% | +0.3% |
| 3Y | +7.7% | +28.3% | -20.6% | -14.1% |
| 5Y | -26.8% | +30.5% | -57.3% | -43.6% |
| All | +117.6% | +100.6% | +17.0% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling