+1,682.0%
MAS vs DD
+1,116.4%
+565.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.5% |
| 7D | +14.2% | +8.7% | +5.5% | +9.2% |
| 30D | +26.8% | +15.3% | +11.5% | +17.8% |
| 3M | +13.1% | +5.9% | +7.2% | +9.5% |
| 6M | +27.9% | +11.6% | +16.4% | +20.1% |
| YTD | +38.7% | +26.5% | +12.1% | +22.1% |
| 1Y | +40.4% | +35.4% | +5.0% | +19.3% |
| 3Y | +66.1% | +82.7% | -16.6% | +18.7% |
| 5Y | +47.4% | +66.3% | -18.9% | +9.1% |
| 10Y | +238.3% | +95.5% | +142.8% | +111.3% |
| All | +1,682.0% | +1,116.4% | +565.7% | +362.5% |
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