+216.2%
GM vs MAS
+61.2%
+155.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | +0.1% | -1.8% |
| 7D | +4.2% | +4.6% | -0.3% | +2.2% |
| 30D | +8.9% | +19.9% | -11.0% | +0.5% |
| 3M | +0.4% | +8.9% | -8.5% | -3.5% |
| 6M | +17.8% | +20.2% | -2.3% | +7.2% |
| YTD | +10.6% | +33.9% | -23.3% | -5.9% |
| 1Y | +31.0% | +34.7% | -3.6% | +11.0% |
| All | +216.2% | +61.2% | +155.0% | +121.5% |
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 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