+56.4%
DVN vs MAS
+140.6%
-84.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +14.2% | -5.6% | +19.7% | +16.6% |
| 3M | +5.2% | +4.4% | +0.8% | +0.7% |
| 6M | +11.9% | +7.2% | +4.7% | +3.8% |
| YTD | +32.8% | +16.1% | +16.7% | +17.5% |
| 1Y | +38.6% | +0.1% | +38.5% | +31.6% |
| 3Y | +0.5% | +28.3% | -27.8% | -18.8% |
| 5Y | +111.0% | +30.5% | +80.6% | +62.9% |
| All | +56.4% | +140.6% | -84.3% | -12.7% |
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