+1,587.6%
MAS vs GFI
+566.6%
+1,021.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.5% | -2.1% |
| 7D | +2.0% | +19.0% | -17.0% | +1.2% |
| 30D | +19.4% | +11.8% | +7.6% | +18.7% |
| 3M | +9.4% | +7.3% | +2.1% | +8.9% |
| 6M | +15.3% | -13.3% | +28.6% | +15.7% |
| YTD | +31.3% | -5.6% | +36.9% | +30.9% |
| 1Y | +34.9% | +9.2% | +25.7% | +33.5% |
| 3Y | +58.6% | +213.7% | -155.1% | +48.3% |
| 5Y | +40.7% | +395.5% | -354.8% | +27.6% |
| 10Y | +220.4% | +1,132.8% | -912.4% | +174.0% |
| All | +1,587.6% | +566.6% | +1,021.0% | +1,327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling