+1,381.6%
MAS vs DLTR
+12,223.3%
-10,841.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.2% | +2.7% | -2.1% |
| 7D | +4.6% | +4.5% | +0.1% | +3.5% |
| 30D | +19.9% | +18.7% | +1.2% | +15.5% |
| 3M | +8.9% | +7.1% | +1.8% | +7.1% |
| 6M | +20.2% | +47.2% | -27.1% | +9.7% |
| YTD | +33.9% | +12.1% | +21.7% | +29.4% |
| 1Y | +34.7% | +31.5% | +3.2% | +25.5% |
| 3Y | +60.4% | +18.6% | +41.8% | +48.1% |
| 5Y | +43.5% | +25.4% | +18.1% | +28.4% |
| 10Y | +226.7% | +87.4% | +139.3% | +155.9% |
| All | +1,381.6% | +12,223.3% | -10,841.7% | +574.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling