+217.0%
MAS vs DKS
+235.2%
-18.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | +23.6% | +8.9% | +14.7% | +20.9% |
| 3M | +12.4% | -26.4% | +38.8% | +19.4% |
| 6M | +21.9% | -31.1% | +52.9% | +31.5% |
| YTD | +36.1% | -22.8% | +58.9% | +42.2% |
| 1Y | +39.5% | -29.5% | +69.0% | +48.9% |
| 3Y | +59.1% | +42.8% | +16.3% | +38.5% |
| 5Y | +44.4% | +29.2% | +15.2% | +23.4% |
| 10Y | +217.0% | +235.0% | -18.0% | +87.8% |
| All | +217.0% | +235.2% | -18.2% | +87.8% |
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