+50.8%
GM vs MAS
+39.2%
+11.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.5% |
| 7D | -1.4% | +2.0% | -3.4% | -2.4% |
| 30D | +6.4% | +19.4% | -13.0% | -3.5% |
| 3M | -0.7% | +9.4% | -10.1% | -5.8% |
| 6M | +9.9% | +15.3% | -5.4% | 0.0% |
| YTD | +6.7% | +31.3% | -24.7% | -11.6% |
| 1Y | +26.2% | +34.9% | -8.6% | +2.8% |
| 3Y | +205.0% | +58.6% | +146.4% | +113.4% |
| All | +50.8% | +39.2% | +11.7% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling