+39.4%
MAS vs GNRC
+18.7%
+20.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | +3.0% | +7.9% | -4.9% | +2.1% |
| 30D | +22.4% | -3.7% | +26.1% | +22.3% |
| 3M | +14.5% | -11.9% | +26.4% | +15.6% |
| 6M | +27.1% | -28.6% | +55.7% | +31.1% |
| YTD | +35.8% | +39.9% | -4.1% | +24.0% |
| 1Y | +39.4% | +23.4% | +16.0% | +30.6% |
| All | +39.4% | +18.7% | +20.7% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling