+654.3%
GS vs MAS
+137.9%
+516.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.8% |
| 7D | +0.9% | -0.8% | +1.7% | +1.3% |
| 30D | -1.6% | -5.6% | +4.0% | +1.0% |
| 3M | -4.5% | +4.4% | -8.9% | -7.5% |
| 6M | +20.9% | +7.2% | +13.7% | +14.8% |
| YTD | +19.9% | +16.1% | +3.8% | +8.6% |
| 1Y | +41.4% | +0.1% | +41.3% | +37.3% |
| 3Y | +239.2% | +28.3% | +210.9% | +182.8% |
| 5Y | +185.0% | +30.5% | +154.6% | +129.2% |
| All | +654.3% | +137.9% | +516.4% | +325.9% |
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