-55.2%
GLXY vs MAS
+40.8%
-96.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +5.6% | -22.6% | -18.6% |
| 7D | -26.8% | +14.2% | -41.0% | -30.8% |
| 30D | -38.3% | +26.8% | -65.1% | -44.8% |
| 3M | -36.9% | +13.1% | -50.0% | -40.4% |
| 6M | -52.1% | +27.9% | -80.0% | -57.9% |
| YTD | -37.5% | +38.7% | -76.2% | -47.7% |
| 1Y | -55.2% | +40.4% | -95.6% | -62.4% |
| All | -55.2% | +40.8% | -96.0% | -62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling