+43.5%
MAS vs DG
-33.8%
+77.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.9% | -2.9% |
| 7D | +4.6% | +6.1% | -1.5% | +3.4% |
| 30D | +19.9% | +11.9% | +7.9% | +17.4% |
| 3M | +8.9% | +9.3% | -0.4% | +7.0% |
| 6M | +20.2% | +19.1% | +1.0% | +16.0% |
| YTD | +33.9% | +5.9% | +27.9% | +31.6% |
| 1Y | +34.7% | +39.8% | -5.1% | +26.2% |
| 3Y | +60.4% | +23.4% | +37.0% | +48.5% |
| 5Y | +43.5% | -33.3% | +76.7% | +56.4% |
| All | +43.5% | -33.8% | +77.2% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling