+37.5%
MAS vs DLTR
+33.3%
+4.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +1.2% | +2.4% | -1.3% | +0.3% |
| 30D | +21.6% | +21.5% | +0.1% | +14.6% |
| 3M | +14.1% | +9.8% | +4.3% | +10.4% |
| 6M | +22.6% | +58.6% | -36.0% | +5.9% |
| YTD | +35.4% | +14.8% | +20.6% | +30.1% |
| 1Y | +37.5% | +33.0% | +4.4% | +25.0% |
| All | +37.5% | +33.3% | +4.2% | +25.0% |
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