+1,042.1%
DVN vs MAS
+1,664.8%
-622.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.8% |
| 7D | -16.2% | +4.6% | -20.8% | -17.5% |
| 30D | -10.7% | +19.9% | -30.6% | -15.6% |
| 3M | +2.5% | +8.9% | -6.4% | -0.8% |
| 6M | -14.8% | +20.2% | -34.9% | -21.1% |
| YTD | +19.3% | +33.9% | -14.6% | +5.8% |
| 1Y | +36.0% | +34.7% | +1.3% | +20.2% |
| 3Y | -0.1% | +60.4% | -60.4% | -17.0% |
| 5Y | +24.7% | +43.5% | -18.8% | +5.3% |
| 10Y | +54.2% | +226.7% | -172.5% | +4.1% |
| All | +1,042.1% | +1,664.8% | -622.7% | +451.0% |
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