+537.6%
GEV vs MAS
+17.6%
+520.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.6% | -14.9% | -11.0% |
| 7D | -5.1% | +14.2% | -19.3% | -9.3% |
| 30D | -15.8% | +26.8% | -42.6% | -22.8% |
| 3M | -18.2% | +13.1% | -31.3% | -21.9% |
| 6M | -22.4% | +27.9% | -50.3% | -29.8% |
| YTD | +27.7% | +38.7% | -10.9% | +10.8% |
| 1Y | +52.4% | +40.4% | +12.0% | +31.4% |
| All | +537.6% | +17.6% | +520.0% | +482.2% |
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