+514.9%
GEV vs MAS
+15.1%
+499.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +3.7% | +3.0% | +0.8% | +2.9% |
| 30D | -14.7% | +22.4% | -37.1% | -20.7% |
| 3M | -23.4% | +14.5% | -37.9% | -27.2% |
| 6M | -24.3% | +27.1% | -51.5% | -31.4% |
| YTD | +23.2% | +35.8% | -12.6% | +7.7% |
| 1Y | +44.2% | +39.4% | +4.8% | +24.7% |
| All | +514.9% | +15.1% | +499.7% | +465.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling