+1,022.4%
MAS vs DRI
+7,577.6%
-6,555.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | +4.4% | +13.0% | -8.6% | -0.2% |
| 6M | +7.2% | +8.3% | -1.1% | +3.9% |
| YTD | +16.1% | +20.6% | -4.5% | +8.1% |
| 1Y | +0.1% | +6.5% | -6.4% | -2.9% |
| 3Y | +28.3% | +53.7% | -25.4% | +8.4% |
| 5Y | +30.5% | +72.7% | -42.2% | +5.0% |
| 10Y | +139.1% | +363.2% | -224.0% | +20.6% |
| All | +1,022.4% | +7,577.6% | -6,555.2% | +192.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling