+3,473.6%
GLW vs MAS
+1,727.7%
+1,745.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.6% | -11.5% | -7.9% |
| 7D | -9.5% | +14.2% | -23.6% | -14.1% |
| 30D | -25.5% | +26.8% | -52.3% | -32.1% |
| 3M | -25.6% | +13.1% | -38.7% | -29.5% |
| 6M | -25.5% | +27.9% | -53.4% | -32.9% |
| YTD | +36.4% | +38.7% | -2.3% | +18.3% |
| 1Y | +40.6% | +40.4% | +0.2% | +21.3% |
| 3Y | +352.8% | +66.1% | +286.7% | +259.7% |
| 5Y | +267.1% | +47.4% | +219.6% | +199.6% |
| 10Y | +581.8% | +238.3% | +343.5% | +312.9% |
| All | +3,473.6% | +1,727.7% | +1,745.8% | +1,017.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling