+518.8%
GEV vs MAS
+15.4%
+503.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.0% | -1.8% | -1.1% | -2.3% |
| 30D | -18.9% | +23.6% | -42.4% | -24.9% |
| 3M | -20.1% | +12.4% | -32.5% | -23.5% |
| 6M | -24.6% | +21.9% | -46.5% | -30.5% |
| YTD | +24.0% | +36.1% | -12.2% | +8.3% |
| 1Y | +40.6% | +39.5% | +1.2% | +21.6% |
| All | +518.8% | +15.4% | +503.3% | +468.8% |
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