+42.2%
MAS vs GFI
+5.2%
+37.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.8% | -0.3% | +3.8% |
| 7D | +3.3% | +18.0% | -14.8% | +0.9% |
| 30D | +25.5% | +11.5% | +14.0% | +23.3% |
| 3M | +11.8% | +2.8% | +8.9% | +10.6% |
| 6M | +21.3% | -6.4% | +27.8% | +20.6% |
| YTD | +37.7% | -1.1% | +38.8% | +34.2% |
| All | +42.2% | +5.2% | +37.0% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling