+34.7%
MAS vs DG
+41.0%
-6.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.9% | -2.7% |
| 7D | +4.6% | +6.1% | -1.5% | +2.8% |
| 30D | +19.9% | +11.9% | +7.9% | +16.4% |
| 3M | +8.9% | +9.3% | -0.4% | +6.3% |
| 6M | +20.2% | +19.1% | +1.0% | +13.9% |
| YTD | +33.9% | +5.9% | +27.9% | +30.4% |
| 1Y | +34.7% | +39.8% | -5.1% | +27.7% |
| All | +34.7% | +41.0% | -6.4% | +27.7% |
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