+35.3%
MAS vs DD
+61.3%
-26.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -0.8% | -3.5% | +2.8% | +1.1% |
| 30D | -5.6% | -10.3% | +4.8% | -0.1% |
| 3M | +4.4% | -7.5% | +12.0% | +8.7% |
| 6M | +7.2% | -8.0% | +15.2% | +11.3% |
| YTD | +16.1% | +10.5% | +5.6% | +9.2% |
| 1Y | +0.1% | +38.3% | -38.2% | -16.9% |
| 3Y | +28.3% | +42.5% | -14.2% | +2.2% |
| All | +35.3% | +61.3% | -26.0% | +0.3% |
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