+44.5%
MAS vs DLTR
+26.4%
+18.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.0% |
| 7D | +3.6% | +5.0% | -1.5% | +2.3% |
| 30D | +23.8% | +18.7% | +5.1% | +18.7% |
| 3M | +14.4% | +8.9% | +5.6% | +11.8% |
| 6M | +19.7% | +49.4% | -29.7% | +7.9% |
| YTD | +36.0% | +14.5% | +21.5% | +30.1% |
| 1Y | +40.4% | +32.5% | +7.9% | +29.6% |
| 3Y | +58.9% | +23.4% | +35.5% | +45.8% |
| 5Y | +44.5% | +26.2% | +18.4% | +34.6% |
| All | +44.5% | +26.4% | +18.2% | +34.6% |
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