+82.1%
DT vs MAS
+126.9%
-44.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -24.7% | +2.0% | -26.7% | -25.3% |
| 30D | -27.4% | +19.4% | -46.8% | -32.9% |
| 3M | -11.1% | +9.4% | -20.5% | -15.1% |
| 6M | +13.7% | +15.3% | -1.6% | +5.0% |
| YTD | +0.2% | +31.3% | -31.1% | -15.3% |
| 1Y | -5.7% | +34.9% | -40.6% | -21.6% |
| 3Y | -8.1% | +58.6% | -66.7% | -34.3% |
| 5Y | -43.1% | +40.7% | -83.8% | -57.2% |
| All | +82.1% | +126.9% | -44.7% | -13.4% |
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 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