+1,024.2%
DVN vs MAS
+1,630.9%
-606.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.0% |
| 7D | -19.1% | +2.0% | -21.0% | -19.7% |
| 30D | -11.8% | +19.4% | -31.2% | -16.6% |
| 3M | -1.5% | +9.4% | -10.9% | -4.8% |
| 6M | -8.2% | +15.3% | -23.5% | -13.9% |
| YTD | +17.4% | +31.3% | -13.9% | +4.7% |
| 1Y | +33.5% | +34.9% | -1.4% | +18.0% |
| 3Y | -0.3% | +58.6% | -58.9% | -16.9% |
| 5Y | +22.7% | +40.7% | -18.0% | +4.2% |
| 10Y | +51.8% | +220.4% | -168.6% | +3.0% |
| All | +1,024.2% | +1,630.9% | -606.6% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling