+72.1%
MA vs GFS
-23.4%
+95.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.3% |
| 7D | -0.3% | -3.1% | +2.8% | -0.3% |
| 30D | +11.3% | -16.0% | +27.3% | +11.9% |
| 3M | +16.7% | -24.7% | +41.4% | +17.8% |
| 6M | +32.8% | -45.1% | +77.9% | +35.1% |
| YTD | +15.6% | +16.5% | -0.9% | +6.7% |
| 1Y | +19.6% | +19.3% | +0.2% | +9.9% |
| 3Y | +72.1% | -20.0% | +92.1% | +60.4% |
| All | +72.1% | -23.4% | +95.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling