+38.7%
GEV vs MAS
+39.2%
-0.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.5% |
| 7D | -13.2% | +3.6% | -16.8% | -14.0% |
| 30D | -20.6% | +23.8% | -44.4% | -25.9% |
| 3M | -19.5% | +14.4% | -33.9% | -22.8% |
| 6M | -23.3% | +19.7% | -43.0% | -28.4% |
| YTD | +22.2% | +36.0% | -13.7% | +5.7% |
| All | +38.7% | +39.2% | -0.5% | +17.4% |
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