-28.5%
GIS vs MAS
+41.7%
-70.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.2% |
| 7D | +9.4% | +4.6% | +4.9% | +8.7% |
| 30D | +15.5% | +19.9% | -4.4% | +12.5% |
| 3M | +3.4% | +8.9% | -5.5% | +2.0% |
| 6M | +9.4% | +20.2% | -10.8% | +6.4% |
| YTD | -16.2% | +33.9% | -50.1% | -19.7% |
| 1Y | -16.0% | +34.7% | -50.6% | -19.6% |
| 3Y | -35.8% | +60.4% | -96.1% | -39.5% |
| 5Y | -28.5% | +43.5% | -72.0% | -33.0% |
| All | -28.5% | +41.7% | -70.2% | -33.0% |
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