+43.5%
MAS vs DBX
+13.6%
+29.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | +4.6% | -1.5% | +6.0% | +5.0% |
| 30D | +19.9% | +6.0% | +13.9% | +18.2% |
| 3M | +8.9% | +2.2% | +6.7% | +7.9% |
| 6M | +20.2% | +40.7% | -20.6% | +7.8% |
| YTD | +33.9% | +28.6% | +5.3% | +23.1% |
| 1Y | +34.7% | +22.8% | +11.9% | +25.2% |
| 3Y | +60.4% | +37.5% | +22.8% | +35.1% |
| 5Y | +43.5% | +28.6% | +14.9% | +17.6% |
| All | +43.5% | +13.6% | +29.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling