+27.9%
MAS vs DAR
-18.4%
+46.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +4.9% |
| 7D | +14.2% | -5.7% | +19.9% | +12.2% |
| 30D | +26.8% | -16.6% | +43.4% | +20.6% |
| 3M | +13.1% | -13.1% | +26.2% | +9.7% |
| 6M | +27.9% | -18.8% | +46.7% | +25.1% |
| All | +27.9% | -18.4% | +46.4% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling