+796.7%
MAS vs GNRC
+1,963.7%
-1,167.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.7% |
| 7D | +2.0% | -10.7% | +12.6% | +5.0% |
| 30D | +19.4% | -20.1% | +39.5% | +26.7% |
| 3M | +9.4% | -16.3% | +25.7% | +13.3% |
| 6M | +15.3% | -33.9% | +49.2% | +26.8% |
| YTD | +31.3% | +29.6% | +1.7% | +14.0% |
| 1Y | +34.9% | +14.9% | +19.9% | +21.1% |
| 3Y | +58.6% | +72.5% | -13.9% | +20.6% |
| 5Y | +40.7% | -60.1% | +100.8% | +56.5% |
| 10Y | +220.4% | +375.3% | -154.9% | +40.9% |
| All | +796.7% | +1,963.7% | -1,167.0% | +101.1% |
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