+280.4%
GE vs MAS
+29.0%
+251.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.5% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | -11.6% | -5.6% | -6.0% | -10.0% |
| 3M | +3.0% | +4.4% | -1.4% | +1.2% |
| 6M | -0.5% | +7.2% | -7.7% | -3.7% |
| YTD | +9.7% | +16.1% | -6.4% | +3.4% |
| 1Y | +20.0% | +0.1% | +19.9% | +18.2% |
| All | +280.4% | +29.0% | +251.3% | +268.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling