+40.4%
MAS vs DAR
+63.3%
-22.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +5.3% |
| 7D | +14.2% | -5.7% | +19.9% | +13.3% |
| 30D | +26.8% | -16.6% | +43.4% | +24.4% |
| 3M | +13.1% | -13.1% | +26.2% | +11.4% |
| 6M | +27.9% | -18.8% | +46.7% | +26.7% |
| YTD | +38.7% | +45.3% | -6.6% | +18.5% |
| 1Y | +40.4% | +60.6% | -20.3% | +17.3% |
| All | +40.4% | +63.3% | -22.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling