+1,401.2%
GIS vs MAS
+1,630.9%
-229.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.4% |
| 7D | +3.6% | +2.0% | +1.6% | +3.3% |
| 30D | +13.9% | +19.4% | -5.5% | +11.4% |
| 3M | +0.3% | +9.4% | -9.1% | -0.8% |
| 6M | +5.0% | +15.3% | -10.4% | +2.9% |
| YTD | -18.4% | +31.3% | -49.7% | -21.4% |
| 1Y | -17.4% | +34.9% | -52.3% | -20.8% |
| 3Y | -36.9% | +58.6% | -95.5% | -41.1% |
| 5Y | -30.4% | +40.7% | -71.1% | -34.8% |
| 10Y | -13.6% | +220.4% | -234.0% | -27.9% |
| All | +1,401.2% | +1,630.9% | -229.6% | +776.6% |
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 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