+215.9%
MAS vs GWW
+699.0%
-483.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +2.0% | +6.0% | -4.0% | -0.8% |
| 30D | +19.4% | +14.0% | +5.4% | +12.1% |
| 3M | +9.4% | +12.5% | -3.1% | +3.2% |
| 6M | +15.3% | +23.6% | -8.3% | +3.7% |
| YTD | +31.3% | +43.6% | -12.3% | +9.4% |
| 1Y | +34.9% | +52.5% | -17.6% | +9.1% |
| 3Y | +58.6% | +92.6% | -34.0% | +14.1% |
| 5Y | +40.7% | +219.0% | -178.3% | -20.1% |
| All | +215.9% | +699.0% | -483.1% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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