+49.7%
MAS vs FGI
-70.3%
+120.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.0% | +10.6% | +5.7% |
| 7D | +14.2% | +3.3% | +10.8% | +14.1% |
| 30D | +26.8% | -2.0% | +28.9% | +26.8% |
| 3M | +13.1% | +60.3% | -47.1% | +12.3% |
| 6M | +27.9% | +0.7% | +27.2% | +27.2% |
| YTD | +38.7% | +30.2% | +8.5% | +36.4% |
| 1Y | +40.4% | +44.4% | -4.0% | +37.7% |
| 3Y | +66.1% | -0.4% | +66.5% | +63.6% |
| All | +49.7% | -70.3% | +120.1% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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