+216.6%
MAS vs GFI
+1,256.9%
-1,040.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | -0.9% |
| 7D | +3.6% | +10.4% | -6.8% | +3.0% |
| 30D | +23.8% | +3.6% | +20.2% | +23.5% |
| 3M | +14.4% | -5.1% | +19.5% | +14.5% |
| 6M | +19.7% | -13.0% | +32.8% | +20.2% |
| YTD | +36.0% | -8.0% | +44.0% | +35.6% |
| 1Y | +40.4% | -5.0% | +45.4% | +39.7% |
| 3Y | +58.9% | +228.8% | -169.9% | +45.7% |
| 5Y | +44.5% | +354.4% | -309.8% | +27.9% |
| All | +216.6% | +1,256.9% | -1,040.3% | +179.9% |
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