+214.8%
MAS vs DKS
+237.0%
-22.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.7% |
| 7D | +3.6% | +9.4% | -5.8% | +1.2% |
| 30D | +23.8% | +9.8% | +14.0% | +20.9% |
| 3M | +14.4% | -29.3% | +43.7% | +22.8% |
| 6M | +19.7% | -32.6% | +52.3% | +30.0% |
| YTD | +36.0% | -22.6% | +58.5% | +41.9% |
| 1Y | +40.4% | -29.8% | +70.2% | +50.0% |
| 3Y | +58.9% | +43.2% | +15.7% | +38.2% |
| 5Y | +44.5% | +29.8% | +14.7% | +23.4% |
| 10Y | +214.8% | +236.7% | -21.9% | +86.2% |
| All | +214.8% | +237.0% | -22.3% | +86.2% |
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