+140.4%
MAS vs DLTR
+58.3%
+82.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -0.8% | +2.5% | -3.2% | -1.4% |
| 30D | -5.6% | +2.1% | -7.6% | -6.1% |
| 3M | +4.4% | +20.3% | -15.8% | -0.3% |
| 6M | +7.2% | +11.5% | -4.3% | +3.5% |
| YTD | +16.1% | +6.8% | +9.3% | +13.2% |
| 1Y | +0.1% | +31.1% | -31.0% | -7.3% |
| 3Y | +28.3% | +10.7% | +17.6% | +20.1% |
| 5Y | +30.5% | +41.6% | -11.1% | +12.4% |
| All | +140.4% | +58.3% | +82.0% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling