+224.3%
MAS vs DGX
+284.1%
-59.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.8% |
| 7D | +3.3% | +3.5% | -0.3% | +1.7% |
| 30D | +25.5% | +12.4% | +13.0% | +19.0% |
| 3M | +11.8% | +9.3% | +2.4% | +7.1% |
| 6M | +21.3% | +39.7% | -18.3% | +3.5% |
| YTD | +37.7% | +52.2% | -14.4% | +12.7% |
| 1Y | +41.0% | +47.1% | -6.1% | +17.1% |
| 3Y | +63.0% | +108.8% | -45.8% | +12.0% |
| 5Y | +44.1% | +101.4% | -57.3% | -0.8% |
| 10Y | +224.3% | +293.1% | -68.8% | +50.3% |
| All | +224.3% | +284.1% | -59.8% | +50.3% |
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