+43.5%
MAS vs DRI
+77.7%
-34.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | +4.6% | +3.7% | +0.8% | +2.9% |
| 30D | +19.9% | +13.5% | +6.4% | +13.3% |
| 3M | +8.9% | +10.4% | -1.5% | +3.8% |
| 6M | +20.2% | +19.5% | +0.7% | +10.1% |
| YTD | +33.9% | +28.2% | +5.7% | +17.9% |
| 1Y | +34.7% | +31.0% | +3.7% | +17.3% |
| 3Y | +60.4% | +67.1% | -6.7% | +20.4% |
| 5Y | +43.5% | +74.7% | -31.2% | +2.2% |
| All | +43.5% | +77.7% | -34.2% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling