+156.7%
GS vs MAS
+48.4%
+108.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.1% | +1.2% |
| 7D | +0.3% | +14.2% | -13.9% | -5.2% |
| 30D | +3.9% | +26.8% | -23.0% | -6.2% |
| 3M | -11.4% | +13.1% | -24.6% | -16.3% |
| 6M | +3.7% | +27.9% | -24.2% | -7.9% |
| YTD | +7.1% | +38.7% | -31.5% | -9.3% |
| 1Y | +19.7% | +40.4% | -20.7% | +0.6% |
| 3Y | +202.8% | +66.1% | +136.7% | +129.7% |
| 5Y | +156.7% | +47.4% | +109.3% | +104.3% |
| All | +156.7% | +48.4% | +108.3% | +104.3% |
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