+48.6%
MAS vs GAP
+14.7%
+33.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.0% | -2.4% | +3.7% |
| 7D | +14.2% | +8.0% | +6.2% | +12.1% |
| 30D | +26.8% | +2.7% | +24.1% | +26.0% |
| 3M | +13.1% | +16.0% | -2.9% | +8.7% |
| 6M | +27.9% | +2.0% | +25.9% | +26.0% |
| YTD | +38.7% | -4.4% | +43.1% | +37.9% |
| 1Y | +40.4% | +9.2% | +31.2% | +35.0% |
| 3Y | +66.1% | +84.7% | -18.6% | +32.1% |
| All | +48.6% | +14.7% | +33.9% | +12.4% |
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