+29.9%
DVN vs MAS
+42.7%
-12.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -8.8% | +3.6% | -12.4% | -9.7% |
| 30D | -10.0% | +23.8% | -33.9% | -14.7% |
| 3M | -3.7% | +14.4% | -18.1% | -7.1% |
| 6M | -3.5% | +19.7% | -23.3% | -9.7% |
| YTD | +20.8% | +36.0% | -15.2% | +6.4% |
| 1Y | +31.2% | +40.4% | -9.1% | +14.1% |
| 3Y | +5.0% | +58.9% | -53.9% | -14.4% |
| 5Y | +29.9% | +44.5% | -14.6% | +12.6% |
| All | +29.9% | +42.7% | -12.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling