-17.3%
GIS vs MAS
+217.4%
-234.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.6% | -1.8% | -2.7% | -4.3% |
| 30D | +6.6% | +23.6% | -17.0% | +2.7% |
| 3M | -8.1% | +12.4% | -20.5% | -10.1% |
| 6M | +4.9% | +21.9% | -16.9% | +0.9% |
| YTD | -21.4% | +36.1% | -57.5% | -26.0% |
| 1Y | -21.6% | +39.5% | -61.1% | -26.6% |
| 3Y | -39.3% | +59.1% | -98.4% | -45.1% |
| 5Y | -33.2% | +44.4% | -77.6% | -39.2% |
| 10Y | -17.3% | +217.0% | -234.3% | -39.5% |
| All | -17.3% | +217.4% | -234.7% | -39.5% |
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