+107.2%
MAS vs DBX
+20.1%
+87.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | -0.8% | -2.4% | +1.7% | -0.2% |
| 30D | -5.6% | -0.5% | -5.1% | -5.6% |
| 3M | +4.4% | +28.1% | -23.6% | -1.7% |
| 6M | +7.2% | +33.1% | -25.9% | -1.0% |
| YTD | +16.1% | +25.3% | -9.2% | +8.7% |
| 1Y | +0.1% | +18.3% | -18.3% | -5.3% |
| 3Y | +28.3% | +25.0% | +3.3% | +16.7% |
| 5Y | +30.5% | +7.5% | +22.9% | +19.4% |
| All | +107.2% | +20.1% | +87.1% | +63.6% |
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 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