+210.3%
MAS vs GNRC
+372.2%
-161.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.3% |
| 7D | +2.4% | -10.7% | +13.0% | +5.3% |
| 30D | +19.8% | -20.1% | +40.0% | +26.9% |
| 3M | +9.8% | -16.3% | +26.1% | +13.7% |
| 6M | +15.8% | -33.9% | +49.7% | +27.0% |
| YTD | +31.8% | +29.6% | +2.2% | +14.3% |
| 1Y | +35.4% | +14.9% | +20.4% | +21.5% |
| 3Y | +59.2% | +72.5% | -13.3% | +20.7% |
| 5Y | +41.2% | -60.1% | +101.3% | +59.6% |
| All | +210.3% | +372.2% | -161.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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