+41.0%
MAS vs DLTR
+20.0%
+20.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -0.7% |
| 7D | +2.0% | -2.0% | +4.0% | +2.5% |
| 30D | +19.4% | +12.8% | +6.6% | +16.0% |
| 3M | +9.4% | +1.1% | +8.3% | +9.0% |
| 6M | +15.3% | +35.9% | -20.6% | +6.4% |
| YTD | +31.3% | +6.6% | +24.7% | +28.0% |
| 1Y | +34.9% | +28.6% | +6.3% | +25.6% |
| 3Y | +58.6% | +14.0% | +44.6% | +48.5% |
| All | +41.0% | +20.0% | +20.9% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling