+36.3%
MAS vs GTLB
-47.1%
+83.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | -0.8% | +11.1% | -11.8% | -2.1% |
| 30D | -5.6% | +37.8% | -43.4% | -9.6% |
| 3M | +4.4% | +61.6% | -57.1% | -2.4% |
| 6M | +7.2% | +98.9% | -91.7% | -3.3% |
| YTD | +16.1% | +32.8% | -16.7% | +10.1% |
| 1Y | +0.1% | +14.7% | -14.6% | -3.6% |
| 3Y | +28.3% | +1.3% | +27.0% | +21.2% |
| All | +36.3% | -47.1% | +83.5% | +23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling