+58.6%
MAS vs GNRC
+69.2%
-10.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.5% |
| 7D | +2.0% | -10.7% | +12.6% | +4.1% |
| 30D | +19.4% | -20.1% | +39.5% | +24.8% |
| 3M | +9.4% | -16.3% | +25.7% | +12.6% |
| 6M | +15.3% | -33.9% | +49.2% | +24.7% |
| YTD | +31.3% | +29.6% | +1.7% | +13.2% |
| 1Y | +34.9% | +14.9% | +19.9% | +20.5% |
| 3Y | +58.6% | +72.5% | -13.9% | +3.9% |
| All | +58.6% | +69.2% | -10.7% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling