+1,620.6%
MAS vs GWW
+15,890.6%
-14,270.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.9% | -2.1% |
| 7D | +4.6% | +5.8% | -1.2% | +1.6% |
| 30D | +19.9% | +13.8% | +6.1% | +12.3% |
| 3M | +8.9% | +13.2% | -4.3% | +2.1% |
| 6M | +20.2% | +28.4% | -8.3% | +5.4% |
| YTD | +33.9% | +44.7% | -10.8% | +10.1% |
| 1Y | +34.7% | +52.1% | -17.4% | +8.0% |
| 3Y | +60.4% | +93.9% | -33.5% | +12.7% |
| 5Y | +43.5% | +221.4% | -177.9% | -22.6% |
| 10Y | +226.7% | +719.8% | -493.1% | +1.6% |
| All | +1,620.6% | +15,890.6% | -14,270.0% | +70.9% |
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