+57.3%
DVN vs MAS
+215.0%
-157.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | +10.4% | +3.0% | +7.4% | +9.0% |
| 30D | -6.7% | +22.4% | -29.1% | -14.9% |
| 3M | +5.6% | +14.5% | -8.9% | -1.3% |
| 6M | +0.7% | +27.1% | -26.5% | -12.7% |
| YTD | +29.6% | +35.8% | -6.2% | +6.1% |
| 1Y | +36.3% | +39.4% | -3.1% | +9.9% |
| 3Y | +13.2% | +60.3% | -47.1% | -18.1% |
| 5Y | +38.6% | +39.4% | -0.8% | +5.2% |
| All | +57.3% | +215.0% | -157.7% | -20.0% |
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