+1,094.0%
MAS vs DAR
+1,762.6%
-668.5%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +1.9% |
| 7D | -0.8% | +1.4% | -2.1% | -0.9% |
| 30D | -5.6% | +12.8% | -18.3% | -6.6% |
| 3M | +4.4% | +7.4% | -2.9% | +3.6% |
| 6M | +7.2% | +22.3% | -15.1% | +5.0% |
| YTD | +16.1% | +81.1% | -65.0% | +9.9% |
| 1Y | +0.1% | +106.5% | -106.4% | -6.5% |
| 3Y | +28.3% | +5.3% | +23.0% | +25.6% |
| 5Y | +30.5% | -11.5% | +42.0% | +28.5% |
| 10Y | +139.1% | +353.3% | -214.2% | +106.0% |
| All | +1,094.0% | +1,762.6% | -668.5% | +1,081.3% |
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