+39.5%
MAS vs DKS
-29.9%
+69.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -1.8% | +1.3% | -3.1% | -2.2% |
| 30D | +23.6% | +8.9% | +14.7% | +21.1% |
| 3M | +12.4% | -26.4% | +38.8% | +20.0% |
| 6M | +21.9% | -31.1% | +52.9% | +32.3% |
| YTD | +36.1% | -22.8% | +58.9% | +44.1% |
| 1Y | +39.5% | -29.5% | +69.0% | +49.9% |
| All | +39.5% | -29.9% | +69.4% | +49.9% |
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