+803.5%
MAS vs DGX
+8,858.2%
-8,054.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.1% |
| 7D | -0.8% | -2.3% | +1.6% | 0.0% |
| 30D | -5.6% | +0.6% | -6.1% | -5.7% |
| 3M | +4.4% | +21.4% | -17.0% | -1.8% |
| 6M | +7.2% | +14.7% | -7.5% | +2.6% |
| YTD | +16.1% | +38.4% | -22.3% | +4.8% |
| 1Y | +0.1% | +34.0% | -33.9% | -8.9% |
| 3Y | +28.3% | +92.7% | -64.4% | +3.5% |
| 5Y | +30.5% | +67.7% | -37.2% | +9.1% |
| 10Y | +139.1% | +248.0% | -108.9% | +59.4% |
| All | +803.5% | +8,858.2% | -8,054.7% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling