+41.0%
MAS vs DD
+58.5%
-17.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.5% |
| 7D | +2.0% | +4.6% | -2.7% | -0.9% |
| 30D | +19.4% | +11.8% | +7.6% | +11.9% |
| 3M | +9.4% | +2.2% | +7.3% | +7.6% |
| 6M | +15.3% | -1.6% | +17.0% | +15.4% |
| YTD | +31.3% | +23.0% | +8.3% | +15.6% |
| 1Y | +34.9% | +26.9% | +7.9% | +16.6% |
| 3Y | +58.6% | +77.9% | -19.3% | +9.2% |
| All | +41.0% | +58.5% | -17.5% | -0.8% |
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