+1,488.6%
GIS vs MAS
+1,430.5%
+58.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -2.7% |
| 7D | -7.8% | -0.8% | -7.1% | -7.8% |
| 30D | +6.6% | -5.6% | +12.1% | +7.3% |
| 3M | +21.0% | +4.4% | +16.5% | +20.1% |
| 6M | -9.1% | +7.2% | -16.3% | -10.2% |
| YTD | -13.6% | +16.1% | -29.7% | -15.6% |
| 1Y | -18.0% | +0.1% | -18.1% | -18.5% |
| 3Y | -33.7% | +28.3% | -62.0% | -36.5% |
| 5Y | -19.4% | +30.5% | -49.9% | -23.9% |
| 10Y | -21.3% | +139.1% | -160.4% | -32.0% |
| All | +1,488.6% | +1,430.5% | +58.1% | +841.9% |
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