+215.9%
MAS vs DKS
+224.7%
-8.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +2.0% | -2.1% | +4.1% | +2.5% |
| 30D | +19.4% | +7.3% | +12.0% | +17.2% |
| 3M | +9.4% | -28.4% | +37.9% | +16.9% |
| 6M | +15.3% | -36.9% | +52.2% | +27.4% |
| YTD | +31.3% | -27.3% | +58.6% | +39.3% |
| 1Y | +34.9% | -33.2% | +68.1% | +46.0% |
| 3Y | +58.6% | +32.2% | +26.4% | +40.8% |
| 5Y | +40.7% | +22.3% | +18.4% | +22.0% |
| All | +215.9% | +224.7% | -8.9% | +90.1% |
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