+48.6%
MAS vs DG
-32.0%
+80.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.5% | -2.9% | +4.0% |
| 7D | +14.2% | +12.3% | +1.9% | +11.7% |
| 30D | +26.8% | +19.3% | +7.5% | +22.8% |
| 3M | +13.1% | +11.9% | +1.3% | +10.7% |
| 6M | +27.9% | +25.0% | +3.0% | +22.4% |
| YTD | +38.7% | +8.7% | +29.9% | +35.6% |
| 1Y | +40.4% | +44.7% | -4.3% | +30.7% |
| 3Y | +66.1% | +26.6% | +39.5% | +53.0% |
| All | +48.6% | -32.0% | +80.6% | +61.1% |
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 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