+6.0%
DVN vs MAS
+60.2%
-54.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | -0.1% |
| 7D | -12.8% | +3.3% | -16.1% | -13.2% |
| 30D | -12.1% | +25.5% | -37.6% | -14.9% |
| 3M | -0.7% | +11.8% | -12.5% | -2.2% |
| 6M | -5.8% | +21.3% | -27.1% | -10.0% |
| YTD | +17.9% | +37.7% | -19.8% | +6.2% |
| 1Y | +29.0% | +41.0% | -12.0% | +14.8% |
| 3Y | +6.0% | +63.0% | -57.0% | -10.7% |
| All | +6.0% | +60.2% | -54.2% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling