+96.1%
DT vs MAS
+139.6%
-43.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.2% | -2.9% |
| 7D | -25.5% | +14.2% | -39.7% | -29.7% |
| 30D | -22.3% | +26.8% | -49.1% | -30.1% |
| 3M | +2.3% | +13.1% | -10.8% | -3.5% |
| 6M | +20.7% | +27.9% | -7.2% | +6.4% |
| YTD | +7.9% | +38.7% | -30.7% | -10.9% |
| 1Y | -5.7% | +40.4% | -46.1% | -22.9% |
| 3Y | -1.8% | +66.1% | -67.9% | -31.1% |
| 5Y | -39.7% | +47.4% | -87.1% | -55.6% |
| All | +96.1% | +139.6% | -43.4% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling