+222.1%
MAS vs GAP
+20.9%
+201.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.2% | -2.1% |
| 7D | +4.6% | -2.1% | +6.6% | +5.1% |
| 30D | +19.9% | -5.1% | +25.0% | +21.3% |
| 3M | +8.9% | +9.8% | -0.9% | +6.1% |
| 6M | +20.2% | -3.6% | +23.8% | +20.0% |
| YTD | +33.9% | -9.8% | +43.7% | +35.0% |
| 1Y | +34.7% | -1.5% | +36.1% | +32.8% |
| 3Y | +60.4% | +74.3% | -13.9% | +30.6% |
| 5Y | +43.5% | +9.9% | +33.5% | +21.6% |
| All | +222.1% | +20.9% | +201.1% | +120.2% |
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 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