+61.7%
MAS vs DAR
+13.0%
+48.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.4% | -3.0% |
| 7D | +4.6% | -8.1% | +12.6% | +5.8% |
| 30D | +19.9% | -17.1% | +37.0% | +23.1% |
| 3M | +8.9% | -12.3% | +21.2% | +10.1% |
| 6M | +20.2% | -21.8% | +42.0% | +23.9% |
| YTD | +33.9% | +40.8% | -6.9% | +20.2% |
| 1Y | +34.7% | +57.4% | -22.7% | +17.7% |
| All | +61.7% | +13.0% | +48.7% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling