+692.9%
MAS vs GNRC
+2,087.1%
-1,394.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.1% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -5.6% | -13.8% | +8.3% | -1.3% |
| 3M | +4.4% | -32.6% | +37.1% | +16.5% |
| 6M | +7.2% | -15.2% | +22.4% | +10.0% |
| YTD | +16.1% | +37.4% | -21.3% | +0.8% |
| 1Y | +0.1% | +5.1% | -5.0% | -6.3% |
| 3Y | +28.3% | +57.5% | -29.2% | +1.8% |
| 5Y | +30.5% | -58.7% | +89.2% | +45.8% |
| 10Y | +139.1% | +395.5% | -256.4% | +5.6% |
| All | +692.9% | +2,087.1% | -1,394.2% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling