+803.3%
MAS vs DG
+635.1%
+168.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.9% | -2.7% |
| 7D | +4.6% | +6.1% | -1.5% | +2.8% |
| 30D | +19.9% | +11.9% | +7.9% | +16.0% |
| 3M | +8.9% | +9.3% | -0.4% | +5.9% |
| 6M | +20.2% | +19.1% | +1.0% | +13.4% |
| YTD | +33.9% | +5.9% | +27.9% | +30.3% |
| 1Y | +34.7% | +39.8% | -5.1% | +20.0% |
| 3Y | +60.4% | +23.4% | +37.0% | +39.7% |
| 5Y | +43.5% | -33.3% | +76.7% | +52.4% |
| 10Y | +226.7% | +131.0% | +95.7% | +112.0% |
| All | +803.3% | +635.1% | +168.2% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling