-2.4%
GFS vs MAS
+23.6%
-26.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.4% |
| 30D | -8.6% | -5.6% | -3.0% | -5.5% |
| 3M | -46.5% | +4.4% | -51.0% | -48.7% |
| 6M | -4.8% | +7.2% | -12.0% | -11.0% |
| YTD | +29.7% | +16.1% | +13.5% | +13.0% |
| 1Y | +35.8% | +0.1% | +35.7% | +30.2% |
| 3Y | -18.3% | +28.3% | -46.6% | -36.9% |
| All | -2.4% | +23.6% | -26.0% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling