+147.9%
DUK vs MAS
+215.9%
-68.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.4% |
| 7D | +0.3% | +2.4% | -2.0% | -0.2% |
| 30D | +10.6% | +19.8% | -9.2% | +6.3% |
| 3M | +4.0% | +9.8% | -5.8% | +1.8% |
| 6M | +3.6% | +15.8% | -12.2% | -0.3% |
| YTD | +11.9% | +31.8% | -19.9% | +3.8% |
| 1Y | +6.7% | +35.4% | -28.7% | -1.7% |
| 3Y | +59.4% | +59.2% | +0.2% | +36.3% |
| 5Y | +52.4% | +41.2% | +11.1% | +31.9% |
| All | +147.9% | +215.9% | -68.0% | +67.1% |
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