+19,851.2%
GD vs MAS
+1,430.5%
+18,420.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.2% |
| 7D | -5.3% | -0.8% | -4.5% | -5.1% |
| 30D | -6.4% | -5.6% | -0.9% | -5.2% |
| 3M | +5.7% | +4.4% | +1.3% | +4.1% |
| 6M | -0.9% | +7.2% | -8.1% | -3.6% |
| YTD | +8.2% | +16.1% | -7.9% | +3.0% |
| 1Y | +13.4% | +0.1% | +13.3% | +11.8% |
| 3Y | +68.5% | +28.3% | +40.2% | +53.9% |
| 5Y | +97.2% | +30.5% | +66.7% | +76.2% |
| 10Y | +190.2% | +139.1% | +51.1% | +120.8% |
| All | +19,851.2% | +1,430.5% | +18,420.8% | +8,998.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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