+103.8%
MA vs GFS
-13.3%
+117.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.8% | -5.3% | +7.1% | +2.3% |
| 30D | +11.8% | -15.8% | +27.6% | +13.7% |
| 3M | +17.2% | -18.6% | +35.8% | +19.2% |
| 6M | +33.4% | -45.0% | +78.4% | +40.4% |
| YTD | +16.1% | +16.8% | -0.6% | +6.1% |
| 1Y | +19.9% | +17.8% | +2.1% | +9.2% |
| 3Y | +70.1% | -21.5% | +91.6% | +61.2% |
| 5Y | +89.6% | -29.3% | +119.0% | +75.0% |
| All | +103.8% | -13.3% | +117.1% | +85.7% |
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