+75.3%
MA vs GFS
-2.1%
+77.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -3.5% | +4.5% | -8.0% | -4.0% |
| 30D | +0.8% | -8.2% | +9.0% | +1.7% |
| 3M | +14.8% | -38.9% | +53.6% | +21.0% |
| 6M | +10.0% | -2.9% | +12.9% | +6.0% |
| YTD | -0.1% | +31.8% | -31.9% | -9.5% |
| 1Y | -2.2% | +43.1% | -45.3% | -13.2% |
| 3Y | +39.3% | -20.6% | +59.9% | +33.7% |
| All | +75.3% | -2.1% | +77.4% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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