+59.6%
GM vs MAS
+47.3%
+12.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.4% | +1.6% |
| 7D | -0.3% | +3.3% | -3.6% | -2.0% |
| 30D | +8.4% | +25.5% | -17.1% | -4.4% |
| 3M | +2.6% | +11.8% | -9.2% | -3.8% |
| 6M | +14.3% | +21.3% | -7.1% | +1.1% |
| YTD | +11.0% | +37.7% | -26.8% | -10.4% |
| 1Y | +27.8% | +41.0% | -13.2% | +1.6% |
| 3Y | +246.7% | +63.0% | +183.7% | +139.3% |
| 5Y | +59.6% | +44.1% | +15.4% | +26.3% |
| All | +59.6% | +47.3% | +12.3% | +26.3% |
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