+492.6%
GEV vs MAS
+11.4%
+481.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | -9.8% | +2.0% | -11.7% | -10.5% |
| 30D | -22.3% | +19.4% | -41.7% | -27.3% |
| 3M | -22.6% | +9.4% | -32.0% | -25.4% |
| 6M | -30.7% | +15.3% | -46.1% | -35.0% |
| YTD | +18.7% | +31.3% | -12.6% | +4.8% |
| 1Y | +41.0% | +34.9% | +6.2% | +23.1% |
| All | +492.6% | +11.4% | +481.3% | +450.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling