+40.4%
MAS vs DLTR
+45.2%
-4.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.6% | -4.0% | +2.5% |
| 7D | +14.2% | +15.6% | -1.4% | +9.0% |
| 30D | +26.8% | +29.9% | -3.1% | +17.2% |
| 3M | +13.1% | +12.5% | +0.7% | +8.6% |
| 6M | +27.9% | +56.3% | -28.4% | +11.1% |
| YTD | +38.7% | +19.5% | +19.2% | +31.4% |
| 1Y | +40.4% | +44.0% | -3.6% | +24.0% |
| All | +40.4% | +45.2% | -4.9% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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