+342.1%
GLW vs MAS
+32.0%
+310.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.0% |
| 7D | +3.8% | -0.8% | +4.5% | +4.1% |
| 30D | -1.3% | -5.6% | +4.2% | +0.8% |
| 3M | -21.8% | +4.4% | -26.3% | -23.7% |
| 6M | +6.9% | +7.2% | -0.3% | +2.9% |
| YTD | +77.2% | +16.1% | +61.0% | +63.7% |
| 1Y | +123.2% | +0.1% | +123.1% | +118.1% |
| 3Y | +400.0% | +28.3% | +371.7% | +325.8% |
| All | +342.1% | +32.0% | +310.1% | +255.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling