-55.0%
GLXY vs MAS
+32.0%
-87.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.9% | +7.2% | +5.8% |
| 7D | -14.6% | +2.0% | -16.6% | -15.7% |
| 30D | -36.2% | +19.4% | -55.6% | -41.7% |
| 3M | -30.1% | +9.4% | -39.5% | -33.5% |
| 6M | -56.1% | +15.3% | -71.4% | -59.7% |
| YTD | -38.9% | +31.3% | -70.2% | -47.7% |
| 1Y | -55.0% | +34.9% | -89.9% | -62.1% |
| All | -55.0% | +32.0% | -87.0% | -62.1% |
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 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