+27.9%
MAS vs DKS
-32.8%
+60.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.1% | +3.9% |
| 7D | +14.2% | +8.4% | +5.7% | +12.2% |
| 30D | +26.8% | +7.7% | +19.1% | +24.8% |
| 3M | +13.1% | -25.8% | +38.9% | +19.8% |
| 6M | +27.9% | -31.0% | +58.9% | +39.5% |
| All | +27.9% | -32.8% | +60.8% | +39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling