+41.0%
MAS vs GNRC
-60.8%
+101.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.6% |
| 7D | +2.0% | -10.7% | +12.6% | +4.5% |
| 30D | +19.4% | -20.1% | +39.5% | +25.4% |
| 3M | +9.4% | -16.3% | +25.7% | +12.8% |
| 6M | +15.3% | -33.9% | +49.2% | +25.2% |
| YTD | +31.3% | +29.6% | +1.7% | +15.6% |
| 1Y | +34.9% | +14.9% | +19.9% | +22.5% |
| 3Y | +58.6% | +72.5% | -13.9% | +24.3% |
| All | +41.0% | -60.8% | +101.7% | +36.5% |
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