+1,434.4%
MAS vs DLTR
+13,032.7%
-11,598.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.6% | -4.0% | +3.5% |
| 7D | +14.2% | +15.6% | -1.4% | +10.6% |
| 30D | +26.8% | +29.9% | -3.1% | +19.8% |
| 3M | +13.1% | +12.5% | +0.7% | +10.1% |
| 6M | +27.9% | +56.3% | -28.4% | +15.3% |
| YTD | +38.7% | +19.5% | +19.2% | +32.1% |
| 1Y | +40.4% | +44.0% | -3.6% | +28.2% |
| 3Y | +66.1% | +26.3% | +39.8% | +51.2% |
| 5Y | +47.4% | +36.0% | +11.4% | +29.6% |
| 10Y | +238.3% | +99.7% | +138.7% | +161.3% |
| All | +1,434.4% | +13,032.7% | -11,598.3% | +588.5% |
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