+1,392.2%
MAS vs DTE
+3,490.8%
-2,098.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -5.6% | -2.6% | -3.0% | -4.3% |
| 3M | +4.4% | -3.9% | +8.3% | +6.6% |
| 6M | +7.2% | -7.9% | +15.1% | +11.6% |
| YTD | +16.1% | +7.2% | +8.9% | +12.0% |
| 1Y | +0.1% | +3.1% | -3.0% | -1.7% |
| 3Y | +28.3% | +47.6% | -19.3% | +3.9% |
| 5Y | +30.5% | +32.7% | -2.3% | +10.5% |
| 10Y | +139.1% | +138.8% | +0.4% | +43.5% |
| All | +1,392.2% | +3,490.8% | -2,098.6% | +228.4% |
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