+0.1%
MAS vs DG
+23.4%
-23.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | -0.8% | +8.4% | -9.1% | -2.7% |
| 30D | -5.6% | +4.9% | -10.5% | -6.7% |
| 3M | +4.4% | +29.3% | -24.9% | -2.3% |
| 6M | +7.2% | -11.3% | +18.5% | +8.2% |
| YTD | +16.1% | +1.8% | +14.4% | +14.3% |
| 1Y | +0.1% | +25.3% | -25.2% | -6.3% |
| All | +0.1% | +23.4% | -23.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling