+224.3%
MAS vs GWRE
+177.2%
+47.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.4% | +4.9% | +4.6% |
| 7D | +3.3% | -1.0% | +4.3% | +3.5% |
| 30D | +25.5% | -3.9% | +29.3% | +26.4% |
| 3M | +11.8% | -5.7% | +17.4% | +11.4% |
| 6M | +21.3% | +16.2% | +5.2% | +12.6% |
| YTD | +37.7% | -20.0% | +57.7% | +39.5% |
| 1Y | +41.0% | -26.2% | +67.2% | +46.2% |
| 3Y | +63.0% | +79.5% | -16.5% | +20.1% |
| 5Y | +44.1% | +25.8% | +18.3% | +14.4% |
| 10Y | +224.3% | +173.0% | +51.3% | +90.8% |
| All | +224.3% | +177.2% | +47.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling