-12.7%
GFS vs MAS
+47.6%
-60.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.6% | -11.6% | -9.0% |
| 7D | -12.5% | +14.2% | -26.7% | -19.1% |
| 30D | -16.9% | +26.8% | -43.7% | -28.1% |
| 3M | -22.3% | +13.1% | -35.4% | -28.3% |
| 6M | -40.2% | +27.9% | -68.2% | -49.5% |
| YTD | +16.0% | +38.7% | -22.7% | -9.6% |
| 1Y | +17.7% | +40.4% | -22.7% | -9.3% |
| 3Y | -23.4% | +66.1% | -89.5% | -50.0% |
| 5Y | -35.4% | +47.4% | -82.8% | -51.5% |
| All | -12.7% | +47.6% | -60.3% | -34.3% |
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