-22.5%
GIS vs MAS
+38.5%
-61.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | -3.4% | +3.0% | -6.3% | -4.1% |
| 30D | +6.9% | +22.4% | -15.5% | +2.0% |
| 3M | -10.1% | +14.5% | -24.6% | -13.2% |
| 6M | +5.9% | +27.1% | -21.3% | -0.2% |
| YTD | -21.1% | +35.8% | -56.9% | -27.6% |
| 1Y | -22.5% | +39.4% | -61.9% | -29.3% |
| All | -22.5% | +38.5% | -61.0% | -29.3% |
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 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