+1,240.5%
MAS vs DRI
+8,130.2%
-6,889.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +3.9% |
| 7D | +14.2% | +6.5% | +7.7% | +11.8% |
| 30D | +26.8% | +16.4% | +10.4% | +20.5% |
| 3M | +13.1% | +13.6% | -0.5% | +8.1% |
| 6M | +27.9% | +22.0% | +5.9% | +19.1% |
| YTD | +38.7% | +29.3% | +9.4% | +26.1% |
| 1Y | +40.4% | +32.0% | +8.3% | +26.7% |
| 3Y | +66.1% | +68.5% | -2.4% | +36.0% |
| 5Y | +47.4% | +86.3% | -38.9% | +15.8% |
| 10Y | +238.3% | +380.2% | -141.8% | +68.6% |
| All | +1,240.5% | +8,130.2% | -6,889.7% | +240.5% |
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