-42.7%
DT vs MAS
+41.7%
-84.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.4% | -3.1% | -5.4% |
| 7D | -28.3% | +4.6% | -32.9% | -29.4% |
| 30D | -28.4% | +19.9% | -48.3% | -33.0% |
| 3M | -14.1% | +8.9% | -23.0% | -17.0% |
| 6M | +13.2% | +20.2% | -7.0% | +4.4% |
| YTD | +0.8% | +33.9% | -33.1% | -13.2% |
| 1Y | -7.8% | +34.7% | -42.4% | -21.0% |
| 3Y | -8.3% | +60.4% | -68.7% | -33.7% |
| 5Y | -42.7% | +43.5% | -86.2% | -56.7% |
| All | -42.7% | +41.7% | -84.4% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling