+38.3%
MAS vs GWRE
+26.4%
+12.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.4% |
| 7D | +3.0% | -2.0% | +5.0% | +3.4% |
| 30D | +22.4% | -4.1% | +26.5% | +23.2% |
| 3M | +14.5% | -13.4% | +27.8% | +16.1% |
| 6M | +27.1% | +26.0% | +1.2% | +17.4% |
| YTD | +35.8% | -21.3% | +57.0% | +39.1% |
| 1Y | +39.4% | -27.5% | +66.9% | +46.1% |
| 3Y | +60.3% | +72.7% | -12.4% | +18.0% |
| All | +38.3% | +26.4% | +12.0% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling