+37.5%
MAS vs DKS
-32.6%
+70.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +1.2% | +3.3% | -2.1% | +0.3% |
| 30D | +21.6% | +5.9% | +15.7% | +20.0% |
| 3M | +14.1% | -27.4% | +41.6% | +22.1% |
| 6M | +22.6% | -32.6% | +55.2% | +33.8% |
| YTD | +35.4% | -24.8% | +60.3% | +44.4% |
| 1Y | +37.5% | -32.8% | +70.3% | +49.3% |
| All | +37.5% | -32.6% | +70.1% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling