+739.3%
GLD vs MAS
+333.4%
+405.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +3.6% |
| 7D | -0.3% | +14.2% | -14.4% | -0.5% |
| 30D | -1.9% | +26.8% | -28.7% | -2.2% |
| 3M | -0.4% | +13.1% | -13.6% | -0.7% |
| 6M | -10.2% | +27.9% | -38.1% | -10.6% |
| YTD | -6.0% | +38.7% | -44.7% | -6.5% |
| 1Y | +2.8% | +40.4% | -37.6% | +2.2% |
| 3Y | +101.6% | +66.1% | +35.5% | +99.9% |
| 5Y | +122.2% | +47.4% | +74.8% | +120.2% |
| 10Y | +199.5% | +238.3% | -38.9% | +195.2% |
| All | +739.3% | +333.4% | +405.9% | +724.5% |
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 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