+216.6%
MAS vs DTE
+149.8%
+66.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +3.6% | +3.5% | +0.1% | +1.9% |
| 30D | +23.8% | +9.5% | +14.3% | +18.6% |
| 3M | +14.4% | +2.5% | +11.9% | +13.1% |
| 6M | +19.7% | +0.6% | +19.2% | +19.6% |
| YTD | +36.0% | +10.5% | +25.5% | +29.4% |
| 1Y | +40.4% | +3.3% | +37.0% | +38.0% |
| 3Y | +58.9% | +56.3% | +2.6% | +26.1% |
| 5Y | +44.5% | +44.9% | -0.4% | +18.1% |
| All | +216.6% | +149.8% | +66.8% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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