+67.5%
MAS vs GPC
+3.9%
+63.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.8% |
| 7D | +14.2% | +4.1% | +10.0% | +12.1% |
| 30D | +26.8% | +0.1% | +26.7% | +26.6% |
| 3M | +13.1% | -3.9% | +17.0% | +15.1% |
| 6M | +27.9% | +24.4% | +3.5% | +15.0% |
| YTD | +38.7% | +5.7% | +33.0% | +31.5% |
| 1Y | +40.4% | +6.8% | +33.6% | +32.6% |
| All | +67.5% | +3.9% | +63.5% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling