+1,325.9%
MAS vs DAR
+1,394.3%
-68.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +5.9% |
| 7D | +14.2% | -5.7% | +19.9% | +14.7% |
| 30D | +26.8% | -16.6% | +43.4% | +28.6% |
| 3M | +13.1% | -13.1% | +26.2% | +14.1% |
| 6M | +27.9% | -18.8% | +46.7% | +29.6% |
| YTD | +38.7% | +45.3% | -6.6% | +33.5% |
| 1Y | +40.4% | +60.6% | -20.3% | +33.9% |
| 3Y | +66.1% | +15.7% | +50.4% | +61.3% |
| 5Y | +47.4% | -37.6% | +85.0% | +49.3% |
| 10Y | +238.3% | +292.1% | -53.7% | +195.1% |
| All | +1,325.9% | +1,394.3% | -68.4% | +1,335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling