+40.4%
MAS vs GAP
+10.4%
+30.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.0% | -2.4% | +3.4% |
| 7D | +14.2% | +8.0% | +6.2% | +11.8% |
| 30D | +26.8% | +2.7% | +24.1% | +25.8% |
| 3M | +13.1% | +16.0% | -2.9% | +8.2% |
| 6M | +27.9% | +2.0% | +25.9% | +25.1% |
| YTD | +38.7% | -4.4% | +43.1% | +36.4% |
| 1Y | +40.4% | +9.2% | +31.2% | +31.2% |
| All | +40.4% | +10.4% | +30.0% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling