-43.1%
GLXY vs MAS
+28.2%
-71.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.4% | -3.6% | -6.0% |
| 7D | -28.4% | +4.6% | -33.0% | -30.0% |
| 30D | -41.4% | +19.9% | -61.3% | -46.4% |
| 3M | -31.9% | +8.9% | -40.8% | -35.0% |
| 6M | -57.2% | +20.2% | -77.3% | -61.3% |
| YTD | -41.9% | +33.9% | -75.8% | -50.8% |
| 1Y | -58.7% | +34.7% | -93.4% | -65.0% |
| All | -43.1% | +28.2% | -71.3% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling