+44.4%
MAS vs GNRC
-56.2%
+100.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | -1.6% |
| 7D | -1.8% | +2.5% | -4.3% | -2.6% |
| 30D | +23.6% | -11.2% | +34.7% | +26.3% |
| 3M | +12.4% | -10.1% | +22.6% | +13.8% |
| 6M | +21.9% | -28.5% | +50.4% | +29.7% |
| YTD | +36.1% | +42.3% | -6.1% | +17.0% |
| 1Y | +39.5% | +22.8% | +16.6% | +24.7% |
| 3Y | +59.1% | +87.3% | -28.2% | +22.1% |
| 5Y | +44.4% | -56.9% | +101.3% | +39.2% |
| All | +44.4% | -56.2% | +100.6% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling