+214.8%
MAS vs DGX
+288.5%
-73.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +3.6% | +4.6% | -1.0% | +1.5% |
| 30D | +23.8% | +11.9% | +11.9% | +17.7% |
| 3M | +14.4% | +9.2% | +5.3% | +9.8% |
| 6M | +19.7% | +39.0% | -19.2% | +2.4% |
| YTD | +36.0% | +51.4% | -15.5% | +11.5% |
| 1Y | +40.4% | +42.6% | -2.2% | +18.3% |
| 3Y | +58.9% | +105.9% | -47.0% | +10.0% |
| 5Y | +44.5% | +96.6% | -52.1% | +0.7% |
| 10Y | +214.8% | +286.0% | -71.2% | +48.4% |
| All | +214.8% | +288.5% | -73.7% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling