+57.7%
GEV vs MAS
+1.6%
+56.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | +3.3% | -0.8% | +4.0% | +3.5% |
| 30D | -7.5% | -5.6% | -1.9% | -5.7% |
| 3M | -2.2% | +4.4% | -6.6% | -4.6% |
| 6M | +12.1% | +7.2% | +4.9% | +6.1% |
| YTD | +44.4% | +16.1% | +28.3% | +33.3% |
| 1Y | +57.7% | +0.1% | +57.6% | +38.6% |
| All | +57.7% | +1.6% | +56.1% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling