+33.8%
MAS vs DG
+9.1%
+24.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | -0.8% | +8.4% | -9.1% | -1.8% |
| 30D | -5.6% | +4.9% | -10.5% | -6.2% |
| 3M | +4.4% | +29.3% | -24.9% | +1.0% |
| 6M | +7.2% | -11.3% | +18.5% | +7.8% |
| YTD | +16.1% | +1.8% | +14.4% | +15.2% |
| 1Y | +0.1% | +25.3% | -25.2% | -2.9% |
| All | +33.8% | +9.1% | +24.7% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling