+1,392.2%
MAS vs DD
+961.9%
+430.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | -0.8% | -3.5% | +2.8% | +1.0% |
| 30D | -5.6% | -10.3% | +4.8% | -0.4% |
| 3M | +4.4% | -7.5% | +12.0% | +8.5% |
| 6M | +7.2% | -8.0% | +15.2% | +11.1% |
| YTD | +16.1% | +10.5% | +5.6% | +9.8% |
| 1Y | +0.1% | +38.3% | -38.2% | -15.9% |
| 3Y | +28.3% | +42.5% | -14.2% | +3.9% |
| 5Y | +30.5% | +60.2% | -29.7% | -1.8% |
| 10Y | +139.1% | +68.9% | +70.3% | +61.2% |
| All | +1,392.2% | +961.9% | +430.3% | +315.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling