+52.4%
DUK vs MAS
+42.7%
+9.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | +1.9% | +3.6% | -1.7% | +1.4% |
| 30D | +10.5% | +23.8% | -13.3% | +7.5% |
| 3M | +7.3% | +14.4% | -7.1% | +5.4% |
| 6M | +5.7% | +19.7% | -14.1% | +2.9% |
| YTD | +12.9% | +36.0% | -23.1% | +7.7% |
| 1Y | +8.6% | +40.4% | -31.8% | +3.1% |
| 3Y | +63.5% | +58.9% | +4.6% | +47.8% |
| 5Y | +52.4% | +44.5% | +7.8% | +36.2% |
| All | +52.4% | +42.7% | +9.7% | +36.2% |
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 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