+61.7%
MAS vs GTLB
+14.8%
+46.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.0% | -2.7% |
| 7D | +4.6% | -13.5% | +18.1% | +6.1% |
| 30D | +19.9% | -5.1% | +25.0% | +20.3% |
| 3M | +8.9% | +35.5% | -26.6% | +4.7% |
| 6M | +20.2% | +97.2% | -77.1% | +9.9% |
| YTD | +33.9% | +30.5% | +3.3% | +28.9% |
| 1Y | +34.7% | +6.9% | +27.8% | +33.6% |
| All | +61.7% | +14.8% | +46.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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