+41.0%
MAS vs GAP
+5.0%
+36.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.9% |
| 7D | +2.0% | -3.8% | +5.7% | +2.9% |
| 30D | +19.4% | -9.0% | +28.4% | +22.1% |
| 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% | +33.4% |
| 3Y | +58.6% | +69.6% | -11.0% | +28.7% |
| All | +41.0% | +5.0% | +36.0% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling