+212.3%
MAS vs DKS
+226.4%
-14.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.5% | -0.5% |
| 7D | +3.0% | +6.3% | -3.3% | +1.3% |
| 30D | +22.4% | +9.3% | +13.1% | +19.6% |
| 3M | +14.5% | -25.3% | +39.8% | +21.1% |
| 6M | +27.1% | -29.2% | +56.3% | +36.1% |
| YTD | +35.8% | -22.7% | +58.5% | +41.7% |
| 1Y | +39.4% | -30.1% | +69.5% | +49.1% |
| 3Y | +60.3% | +45.6% | +14.6% | +38.8% |
| 5Y | +39.4% | +28.5% | +11.0% | +19.3% |
| All | +212.3% | +226.4% | -14.1% | +85.4% |
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