+478.8%
GLW vs MAS
+219.8%
+258.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.4% | -9.5% | -11.2% |
| 7D | -19.7% | +4.6% | -24.3% | -21.6% |
| 30D | -38.8% | +19.9% | -58.7% | -44.5% |
| 3M | -33.9% | +8.9% | -42.8% | -37.2% |
| 6M | -36.0% | +20.2% | -56.1% | -42.7% |
| YTD | +18.7% | +33.9% | -15.1% | -1.1% |
| 1Y | +19.8% | +34.7% | -14.9% | -0.7% |
| 3Y | +294.3% | +60.4% | +233.9% | +182.6% |
| 5Y | +205.7% | +43.5% | +162.3% | +126.7% |
| All | +478.8% | +219.8% | +258.9% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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