+217.0%
MAS vs DLTR
+85.5%
+131.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.2% |
| 7D | -1.8% | -2.8% | +1.0% | -1.2% |
| 30D | +23.6% | +21.5% | +2.1% | +17.8% |
| 3M | +12.4% | +11.6% | +0.8% | +9.3% |
| 6M | +21.9% | +58.7% | -36.9% | +8.3% |
| YTD | +36.1% | +16.2% | +20.0% | +29.9% |
| 1Y | +39.5% | +34.8% | +4.7% | +28.3% |
| 3Y | +59.1% | +25.3% | +33.9% | +44.4% |
| 5Y | +44.4% | +25.8% | +18.6% | +28.5% |
| 10Y | +217.0% | +83.7% | +133.3% | +148.2% |
| All | +217.0% | +85.5% | +131.5% | +148.2% |
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