+39.9%
DVN vs MAS
+215.9%
-176.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -0.9% |
| 7D | -19.1% | +2.4% | -21.4% | -20.1% |
| 30D | -11.8% | +19.8% | -31.7% | -18.8% |
| 3M | -1.5% | +9.8% | -11.3% | -6.4% |
| 6M | -8.2% | +15.8% | -24.0% | -16.9% |
| YTD | +17.4% | +31.8% | -14.4% | -2.6% |
| 1Y | +33.5% | +35.4% | -1.9% | +9.0% |
| 3Y | -0.3% | +59.2% | -59.5% | -27.9% |
| 5Y | +22.7% | +41.2% | -18.5% | -8.3% |
| All | +39.9% | +215.9% | -176.1% | -27.9% |
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