+39.5%
MAS vs DTE
+3.9%
+35.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.2% |
| 7D | -1.8% | +1.6% | -3.4% | -2.9% |
| 30D | +23.6% | +9.1% | +14.5% | +17.0% |
| 3M | +12.4% | +2.4% | +10.0% | +10.3% |
| 6M | +21.9% | -0.2% | +22.1% | +22.1% |
| YTD | +36.1% | +11.0% | +25.1% | +24.1% |
| 1Y | +39.5% | +3.4% | +36.1% | +31.5% |
| All | +39.5% | +3.9% | +35.6% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling