+210.3%
MAS vs GFI
+1,050.0%
-839.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.1% | -1.7% |
| 7D | +2.4% | +19.0% | -16.6% | +1.3% |
| 30D | +19.8% | +11.8% | +8.1% | +19.0% |
| 3M | +9.8% | +7.3% | +2.6% | +9.2% |
| 6M | +15.8% | -13.3% | +29.1% | +16.2% |
| YTD | +31.8% | -5.6% | +37.4% | +31.3% |
| 1Y | +35.4% | +9.2% | +26.2% | +33.8% |
| 3Y | +59.2% | +213.7% | -154.5% | +46.5% |
| 5Y | +41.2% | +395.5% | -354.3% | +24.6% |
| All | +210.3% | +1,050.0% | -839.7% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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