+222.1%
MAS vs DAR
+272.5%
-50.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.4% | -2.7% |
| 7D | +4.6% | -8.1% | +12.6% | +6.7% |
| 30D | +19.9% | -17.1% | +37.0% | +25.2% |
| 3M | +8.9% | -12.3% | +21.2% | +11.4% |
| 6M | +20.2% | -21.8% | +42.0% | +26.1% |
| YTD | +33.9% | +40.8% | -6.9% | +18.9% |
| 1Y | +34.7% | +57.4% | -22.7% | +15.7% |
| 3Y | +60.4% | +12.1% | +48.3% | +45.2% |
| 5Y | +43.5% | -40.2% | +83.7% | +50.4% |
| All | +222.1% | +272.5% | -50.5% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling