+489.9%
GEV vs MAS
+13.5%
+476.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.4% | -4.0% | -6.4% |
| 7D | -13.2% | +4.6% | -17.8% | -14.6% |
| 30D | -25.1% | +19.9% | -45.0% | -29.9% |
| 3M | -24.3% | +8.9% | -33.2% | -26.8% |
| 6M | -29.6% | +20.2% | -49.7% | -34.9% |
| YTD | +18.2% | +33.9% | -15.7% | +3.7% |
| 1Y | +38.0% | +34.7% | +3.3% | +20.7% |
| All | +489.9% | +13.5% | +476.3% | +444.8% |
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 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