+226.7%
GM vs MAS
+219.2%
+7.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | +0.4% | +3.6% | -3.2% | -1.6% |
| 30D | +7.2% | +23.8% | -16.6% | -5.4% |
| 3M | +1.0% | +14.4% | -13.4% | -6.8% |
| 6M | +13.0% | +19.7% | -6.7% | +0.2% |
| YTD | +9.8% | +36.0% | -26.2% | -11.4% |
| 1Y | +25.9% | +40.4% | -14.4% | -0.4% |
| 3Y | +240.4% | +58.9% | +181.5% | +140.7% |
| 5Y | +56.1% | +44.5% | +11.6% | +15.2% |
| 10Y | +226.7% | +214.8% | +12.0% | +61.2% |
| All | +226.7% | +219.2% | +7.5% | +61.2% |
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