+27.9%
MAS vs DG
+25.0%
+2.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.5% | -2.9% | +2.2% |
| 7D | +14.2% | +12.3% | +1.9% | +9.2% |
| 30D | +26.8% | +19.3% | +7.5% | +19.2% |
| 3M | +13.1% | +11.9% | +1.3% | +8.4% |
| 6M | +27.9% | +25.0% | +3.0% | +16.2% |
| All | +27.9% | +25.0% | +2.9% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling