+35.1%
MAS vs DGX
+97.1%
-62.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | -0.8% | -2.3% | +1.6% | +0.1% |
| 30D | -5.6% | +0.6% | -6.1% | -5.8% |
| 3M | +4.4% | +21.4% | -17.0% | -2.8% |
| 6M | +7.2% | +14.7% | -7.5% | +1.7% |
| YTD | +16.1% | +38.4% | -22.3% | +3.6% |
| 1Y | +0.1% | +34.0% | -33.9% | -10.0% |
| All | +35.1% | +97.1% | -62.1% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling