+140.4%
MAS vs GFI
+976.6%
-836.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +1.9% |
| 7D | -0.8% | +3.1% | -3.9% | -0.9% |
| 30D | -5.6% | +27.1% | -32.7% | -6.9% |
| 3M | +4.4% | +21.2% | -16.7% | +3.1% |
| 6M | +7.2% | -4.5% | +11.7% | +6.9% |
| YTD | +16.1% | +11.7% | +4.4% | +14.7% |
| 1Y | +0.1% | +46.0% | -46.0% | -2.6% |
| 3Y | +28.3% | +309.6% | -281.2% | +16.5% |
| 5Y | +30.5% | +506.0% | -475.6% | +14.2% |
| All | +140.4% | +976.6% | -836.2% | +125.0% |
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