+1,392.2%
MAS vs GAP
+2,258.2%
-866.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | -0.8% | -4.5% | +3.7% | +0.3% |
| 30D | -5.6% | +9.0% | -14.6% | -7.9% |
| 3M | +4.4% | +5.0% | -0.6% | +2.8% |
| 6M | +7.2% | -17.8% | +25.0% | +10.9% |
| YTD | +16.1% | -10.4% | +26.5% | +17.5% |
| 1Y | +0.1% | -3.4% | +3.5% | -1.0% |
| 3Y | +28.3% | +111.5% | -83.2% | -2.2% |
| 5Y | +30.5% | +8.8% | +21.6% | +10.2% |
| 10Y | +139.1% | +32.9% | +106.2% | +63.6% |
| All | +1,392.2% | +2,258.2% | -866.0% | +470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling