+62.8%
MAS vs GTLB
-44.4%
+107.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +14.2% | -9.7% | +23.8% | +15.6% |
| 30D | +26.8% | +1.7% | +25.1% | +26.3% |
| 3M | +13.1% | +43.6% | -30.4% | +7.4% |
| 6M | +27.9% | +113.0% | -85.0% | +14.5% |
| YTD | +38.7% | +39.5% | -0.9% | +30.3% |
| 1Y | +40.4% | +12.6% | +27.7% | +35.7% |
| 3Y | +66.1% | +23.6% | +42.5% | +52.6% |
| 5Y | +47.4% | -56.0% | +103.4% | +31.4% |
| All | +62.8% | -44.4% | +107.2% | +45.9% |
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