+216.0%
GLD vs MAS
+137.9%
+78.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | +4.4% | -5.6% | +10.0% | +4.6% |
| 3M | -1.1% | +4.4% | -5.5% | -1.3% |
| 6M | -13.8% | +7.2% | -21.0% | -14.1% |
| YTD | +2.6% | +16.1% | -13.5% | +2.0% |
| 1Y | +24.5% | +0.1% | +24.4% | +24.1% |
| 3Y | +125.8% | +28.3% | +97.5% | +123.1% |
| 5Y | +137.8% | +30.5% | +107.3% | +133.8% |
| All | +216.0% | +137.9% | +78.1% | +214.1% |
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