+211.6%
MAS vs DKS
+217.6%
-6.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | +1.2% | +3.3% | -2.1% | +0.3% |
| 30D | +21.6% | +5.9% | +15.7% | +19.8% |
| 3M | +14.1% | -27.4% | +41.6% | +21.6% |
| 6M | +22.6% | -32.6% | +55.2% | +33.1% |
| YTD | +35.4% | -24.8% | +60.3% | +42.4% |
| 1Y | +37.5% | -32.8% | +70.3% | +48.6% |
| 3Y | +58.3% | +39.1% | +19.3% | +38.8% |
| 5Y | +39.1% | +25.0% | +14.1% | +19.9% |
| All | +211.6% | +217.6% | -6.0% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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