+683.4%
MAS vs DG
+606.1%
+77.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.4% |
| 7D | -0.8% | +8.4% | -9.1% | -3.1% |
| 30D | -5.6% | +4.9% | -10.5% | -7.0% |
| 3M | +4.4% | +29.3% | -24.9% | -3.5% |
| 6M | +7.2% | -11.3% | +18.5% | +10.1% |
| YTD | +16.1% | +1.8% | +14.4% | +14.4% |
| 1Y | +0.1% | +25.3% | -25.2% | -7.9% |
| 3Y | +28.3% | +9.1% | +19.2% | +16.3% |
| 5Y | +30.5% | -34.9% | +65.3% | +39.3% |
| 10Y | +139.1% | +108.2% | +31.0% | +60.9% |
| All | +683.4% | +606.1% | +77.3% | +185.4% |
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 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