+215.9%
MAS vs GAP
+15.9%
+200.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -1.0% |
| 7D | +2.0% | -3.8% | +5.7% | +2.9% |
| 30D | +19.4% | -9.0% | +28.4% | +22.0% |
| 3M | +9.4% | +5.5% | +4.0% | +7.6% |
| 6M | +15.3% | -11.1% | +26.4% | +17.3% |
| YTD | +31.3% | -13.6% | +44.9% | +33.7% |
| 1Y | +34.9% | -2.9% | +37.7% | +33.5% |
| 3Y | +58.6% | +69.6% | -11.0% | +30.0% |
| 5Y | +40.7% | +5.4% | +35.3% | +20.4% |
| All | +215.9% | +15.9% | +200.0% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling