+215.9%
MAS vs DAR
+268.8%
-52.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +2.0% | -9.9% | +11.9% | +4.6% |
| 30D | +19.4% | -16.4% | +35.8% | +24.4% |
| 3M | +9.4% | -17.1% | +26.5% | +13.6% |
| 6M | +15.3% | -20.5% | +35.8% | +20.5% |
| YTD | +31.3% | +39.4% | -8.1% | +16.9% |
| 1Y | +34.9% | +57.2% | -22.4% | +15.9% |
| 3Y | +58.6% | +13.9% | +44.7% | +42.9% |
| 5Y | +40.7% | -40.8% | +81.5% | +47.9% |
| All | +215.9% | +268.8% | -52.9% | +69.5% |
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