-17.4%
GIS vs MAS
+40.8%
-58.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.5% | +3.7% |
| 7D | +8.5% | +14.2% | -5.7% | +5.0% |
| 30D | +15.3% | +26.8% | -11.5% | +9.2% |
| 3M | +0.9% | +13.1% | -12.2% | -2.4% |
| 6M | +7.9% | +27.9% | -20.0% | +1.6% |
| YTD | -17.6% | +38.7% | -56.2% | -24.6% |
| 1Y | -17.4% | +40.4% | -57.7% | -24.6% |
| All | -17.4% | +40.8% | -58.1% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling