+1,392.2%
MAS vs GWW
+14,492.5%
-13,100.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.3% |
| 7D | -0.8% | +1.4% | -2.1% | -1.5% |
| 30D | -5.6% | +3.3% | -8.8% | -7.2% |
| 3M | +4.4% | +2.9% | +1.5% | +2.7% |
| 6M | +7.2% | +15.8% | -8.6% | -0.8% |
| YTD | +16.1% | +32.0% | -15.9% | +0.1% |
| 1Y | +0.1% | +29.9% | -29.8% | -13.1% |
| 3Y | +28.3% | +91.1% | -62.8% | -9.1% |
| 5Y | +30.5% | +223.9% | -193.5% | -30.0% |
| 10Y | +139.1% | +567.0% | -427.9% | -17.3% |
| All | +1,392.2% | +14,492.5% | -13,100.3% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling