+214.8%
MAS vs DRI
+343.2%
-128.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +3.6% | +4.2% | -0.6% | +2.3% |
| 30D | +23.8% | +15.7% | +8.1% | +18.4% |
| 3M | +14.4% | +5.8% | +8.7% | +12.3% |
| 6M | +19.7% | +18.4% | +1.3% | +13.2% |
| YTD | +36.0% | +28.2% | +7.7% | +24.9% |
| 1Y | +40.4% | +35.9% | +4.4% | +26.6% |
| 3Y | +58.9% | +67.7% | -8.8% | +32.8% |
| 5Y | +44.5% | +77.9% | -33.3% | +17.8% |
| 10Y | +214.8% | +338.7% | -123.9% | +91.2% |
| All | +214.8% | +343.2% | -128.5% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling