+620.7%
GEV vs MAS
-1.5%
+622.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | +3.3% | -0.8% | +4.0% | +3.6% |
| 30D | -7.5% | -5.6% | -1.9% | -5.6% |
| 3M | -2.2% | +4.4% | -6.6% | -4.5% |
| 6M | +12.1% | +7.2% | +4.9% | +7.9% |
| YTD | +44.4% | +16.1% | +28.3% | +33.7% |
| 1Y | +57.7% | +0.1% | +57.6% | +53.6% |
| All | +620.7% | -1.5% | +622.2% | +602.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling