+1,620.6%
MAS vs DTE
+3,491.4%
-1,870.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.5% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +19.9% | +5.2% | +14.7% | +17.0% |
| 3M | +8.9% | -2.5% | +11.4% | +10.4% |
| 6M | +20.2% | -4.4% | +24.6% | +23.0% |
| YTD | +33.9% | +7.2% | +26.7% | +29.2% |
| 1Y | +34.7% | +4.1% | +30.5% | +31.8% |
| 3Y | +60.4% | +49.2% | +11.2% | +29.6% |
| 5Y | +43.5% | +39.5% | +4.0% | +18.8% |
| 10Y | +226.7% | +137.1% | +89.6% | +97.0% |
| All | +1,620.6% | +3,491.4% | -1,870.8% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling