+140.2%
MAS vs GPC
+80.7%
+59.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.2% |
| 7D | -0.8% | +1.2% | -1.9% | -1.4% |
| 30D | -5.6% | +6.0% | -11.5% | -8.5% |
| 3M | +4.4% | +42.6% | -38.2% | -14.6% |
| 6M | +7.2% | +22.8% | -15.6% | -5.1% |
| YTD | +16.1% | +15.5% | +0.7% | +5.0% |
| 1Y | +0.1% | +2.0% | -1.9% | -2.9% |
| 3Y | +28.3% | -1.4% | +29.7% | +22.3% |
| 5Y | +30.5% | +30.6% | -0.1% | +5.6% |
| All | +140.2% | +80.7% | +59.4% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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