+35.3%
MAS vs GPC
+30.9%
+4.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -5.6% | +5.1% | -10.7% | -8.1% |
| 3M | +4.4% | +41.5% | -37.1% | -13.9% |
| 6M | +7.2% | +21.8% | -14.6% | -4.6% |
| YTD | +16.1% | +14.6% | +1.5% | +5.2% |
| 1Y | +0.1% | +1.3% | -1.2% | -2.7% |
| 3Y | +28.3% | -1.4% | +29.7% | +22.0% |
| All | +35.3% | +30.9% | +4.4% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling