+36.1%
MAS vs DGX
+45.9%
-9.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.7% |
| 7D | +2.4% | +1.5% | +0.8% | +1.6% |
| 30D | +19.8% | +12.6% | +7.3% | +13.7% |
| 3M | +9.8% | +7.6% | +2.3% | +5.9% |
| 6M | +15.8% | +36.2% | -20.4% | -1.5% |
| YTD | +31.8% | +49.8% | -18.0% | +7.2% |
| All | +36.1% | +45.9% | -9.8% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling