+35.3%
MAS vs DRI
+72.9%
-37.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -0.8% | +0.6% | -1.3% | -1.0% |
| 30D | -5.6% | +3.8% | -9.4% | -7.3% |
| 3M | +4.4% | +13.0% | -8.6% | -1.5% |
| 6M | +7.2% | +8.3% | -1.1% | +2.8% |
| YTD | +16.1% | +20.6% | -4.5% | +5.6% |
| 1Y | +0.1% | +6.5% | -6.4% | -4.1% |
| 3Y | +28.3% | +53.7% | -25.4% | +1.8% |
| All | +35.3% | +72.9% | -37.6% | -1.6% |
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