+140.2%
MAS vs DAR
+352.7%
-212.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.0% |
| 7D | -0.8% | +1.4% | -2.1% | -1.2% |
| 30D | -5.6% | +12.8% | -18.3% | -8.9% |
| 3M | +4.4% | +7.4% | -2.9% | +1.6% |
| 6M | +7.2% | +22.3% | -15.1% | +0.1% |
| YTD | +16.1% | +81.1% | -65.0% | -2.9% |
| 1Y | +0.1% | +106.5% | -106.4% | -19.9% |
| 3Y | +28.3% | +5.3% | +23.0% | +19.7% |
| 5Y | +30.5% | -11.5% | +42.0% | +23.2% |
| All | +140.2% | +352.7% | -212.6% | +19.2% |
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