-42.6%
GFS vs MAS
+41.7%
-84.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.4% | -6.4% | -8.0% |
| 7D | -20.7% | +4.6% | -25.3% | -22.8% |
| 30D | -25.2% | +19.9% | -45.1% | -33.1% |
| 3M | -26.3% | +8.9% | -35.2% | -30.5% |
| 6M | -50.7% | +20.2% | -70.9% | -56.9% |
| YTD | +4.5% | +33.9% | -29.3% | -17.0% |
| 1Y | +2.5% | +34.7% | -32.2% | -19.2% |
| 3Y | -30.9% | +60.4% | -91.3% | -54.2% |
| 5Y | -42.6% | +43.5% | -86.1% | -57.9% |
| All | -42.6% | +41.7% | -84.3% | -57.9% |
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