+627.7%
MAS vs DKS
+6,292.4%
-5,664.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -0.8% | +3.0% | -3.8% | -1.8% |
| 30D | -5.6% | -30.5% | +25.0% | +4.2% |
| 3M | +4.4% | -35.7% | +40.1% | +18.5% |
| 6M | +7.2% | -29.7% | +36.9% | +17.4% |
| YTD | +16.1% | -28.9% | +45.0% | +26.4% |
| 1Y | +0.1% | -35.9% | +36.0% | +12.3% |
| 3Y | +28.3% | +28.2% | +0.2% | +8.2% |
| 5Y | +30.5% | +11.8% | +18.6% | +8.4% |
| 10Y | +139.1% | +211.6% | -72.5% | +14.3% |
| All | +627.7% | +6,292.4% | -5,664.7% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling