+2,541.1%
DUK vs MAS
+1,430.5%
+1,110.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.2% |
| 7D | 0.0% | -0.8% | +0.7% | +0.1% |
| 30D | -1.7% | -5.6% | +3.9% | -0.8% |
| 3M | -0.4% | +4.4% | -4.9% | -1.4% |
| 6M | -7.2% | +7.2% | -14.4% | -8.8% |
| YTD | +5.3% | +16.1% | -10.9% | +2.0% |
| 1Y | +3.0% | +0.1% | +2.9% | +2.0% |
| 3Y | +53.1% | +28.3% | +24.8% | +43.8% |
| 5Y | +37.9% | +30.5% | +7.5% | +27.7% |
| 10Y | +124.8% | +139.1% | -14.3% | +86.6% |
| All | +2,541.1% | +1,430.5% | +1,110.7% | +1,447.4% |
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