+207.4%
GLD vs MAS
+219.8%
-12.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.9% |
| 7D | +1.9% | +4.6% | -2.7% | +1.7% |
| 30D | -1.8% | +19.9% | -21.7% | -2.5% |
| 3M | -3.6% | +8.9% | -12.5% | -4.0% |
| 6M | -10.2% | +20.2% | -30.4% | -11.0% |
| YTD | -5.3% | +33.9% | -39.1% | -6.5% |
| 1Y | +2.5% | +34.7% | -32.2% | +1.1% |
| 3Y | +103.2% | +60.4% | +42.8% | +98.9% |
| 5Y | +121.1% | +43.5% | +77.6% | +116.2% |
| All | +207.4% | +219.8% | -12.4% | +200.5% |
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