+67.6%
DUK vs MAS
+59.7%
+7.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +1.9% | +3.0% | -1.1% | +1.7% |
| 30D | +8.9% | +22.4% | -13.5% | +7.5% |
| 3M | +5.6% | +14.5% | -8.9% | +4.5% |
| 6M | +7.0% | +27.1% | -20.2% | +5.4% |
| YTD | +14.0% | +35.8% | -21.7% | +11.9% |
| 1Y | +9.1% | +39.4% | -30.3% | +6.9% |
| 3Y | +67.6% | +60.3% | +7.3% | +52.2% |
| All | +67.6% | +59.7% | +7.9% | +52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling