+43.5%
MAS vs DD
+59.7%
-16.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | -1.4% |
| 7D | +4.6% | +3.1% | +1.5% | +2.4% |
| 30D | +19.9% | +8.7% | +11.1% | +14.1% |
| 3M | +8.9% | -1.2% | +10.1% | +9.1% |
| 6M | +20.2% | -1.1% | +21.2% | +19.8% |
| YTD | +33.9% | +21.7% | +12.2% | +18.6% |
| 1Y | +34.7% | +24.0% | +10.6% | +17.9% |
| 3Y | +60.4% | +75.6% | -15.2% | +11.2% |
| 5Y | +43.5% | +58.2% | -14.7% | +2.0% |
| All | +43.5% | +59.7% | -16.3% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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