+59.2%
MAS vs DTE
+49.5%
+9.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +2.4% | -0.3% | +2.7% | +2.6% |
| 30D | +19.8% | +6.2% | +13.7% | +16.6% |
| 3M | +9.8% | -2.6% | +12.5% | +11.2% |
| 6M | +15.8% | -3.5% | +19.3% | +17.9% |
| YTD | +31.8% | +7.4% | +24.5% | +27.7% |
| 1Y | +35.4% | +4.2% | +31.2% | +32.8% |
| 3Y | +59.2% | +51.7% | +7.5% | +24.8% |
| All | +59.2% | +49.5% | +9.7% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling