+829.8%
MAS vs GWRE
+863.6%
-33.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.0% |
| 7D | +2.0% | -0.7% | +2.7% | +2.2% |
| 30D | +19.4% | -1.6% | +21.0% | +19.6% |
| 3M | +9.4% | +0.9% | +8.6% | +7.2% |
| 6M | +15.3% | +23.1% | -7.8% | +4.9% |
| YTD | +31.3% | -19.7% | +51.0% | +32.2% |
| 1Y | +34.9% | -25.0% | +59.9% | +38.3% |
| 3Y | +58.6% | +78.7% | -20.2% | +19.1% |
| 5Y | +40.7% | +28.4% | +12.3% | +13.1% |
| 10Y | +220.4% | +184.0% | +36.4% | +93.3% |
| All | +829.8% | +863.6% | -33.8% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling