+35.3%
MAS vs GNRC
-58.7%
+94.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -5.6% | -13.8% | +8.3% | -1.9% |
| 3M | +4.4% | -32.6% | +37.1% | +14.8% |
| 6M | +7.2% | -15.2% | +22.4% | +9.6% |
| YTD | +16.1% | +37.4% | -21.3% | +2.3% |
| 1Y | +0.1% | +5.1% | -5.0% | -5.6% |
| 3Y | +28.3% | +57.5% | -29.2% | +4.5% |
| All | +35.3% | -58.7% | +94.0% | +37.6% |
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 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