+61.7%
MAS vs DG
+23.1%
+38.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.9% | -3.0% |
| 7D | +4.6% | +6.1% | -1.5% | +3.6% |
| 30D | +19.9% | +11.9% | +7.9% | +18.0% |
| 3M | +8.9% | +9.3% | -0.4% | +7.5% |
| 6M | +20.2% | +19.1% | +1.0% | +16.9% |
| YTD | +33.9% | +5.9% | +27.9% | +31.9% |
| 1Y | +34.7% | +39.8% | -5.1% | +29.2% |
| All | +61.7% | +23.1% | +38.6% | +49.1% |
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