+20.2%
MAS vs DBX
+42.6%
-22.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.5% |
| 7D | +4.6% | -1.5% | +6.0% | +4.5% |
| 30D | +19.9% | +6.0% | +13.9% | +20.2% |
| 3M | +8.9% | +2.2% | +6.7% | +9.0% |
| 6M | +20.2% | +40.7% | -20.6% | +23.7% |
| All | +20.2% | +42.6% | -22.5% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling