+147.4%
MAS vs DBX
+24.5%
+122.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.4% | +4.9% |
| 7D | +14.2% | -1.1% | +15.3% | +14.4% |
| 30D | +26.8% | +5.0% | +21.8% | +25.4% |
| 3M | +13.1% | +4.6% | +8.5% | +11.6% |
| 6M | +27.9% | +43.9% | -16.0% | +16.1% |
| YTD | +38.7% | +29.9% | +8.8% | +28.5% |
| 1Y | +40.4% | +24.6% | +15.8% | +31.1% |
| 3Y | +66.1% | +38.8% | +27.3% | +47.0% |
| 5Y | +47.4% | +16.4% | +31.0% | +32.5% |
| All | +147.4% | +24.5% | +122.9% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling