+215.9%
MAS vs GRMN
+668.8%
-452.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.0% | +4.7% | -2.8% | -0.1% |
| 30D | +19.4% | +3.4% | +16.0% | +17.4% |
| 3M | +9.4% | -5.0% | +14.5% | +11.7% |
| 6M | +15.3% | +18.6% | -3.3% | +4.1% |
| YTD | +31.3% | +42.5% | -11.2% | +7.4% |
| 1Y | +34.9% | +42.3% | -7.5% | +10.3% |
| 3Y | +58.6% | +158.5% | -99.9% | -11.6% |
| 5Y | +40.7% | +123.6% | -82.9% | -17.1% |
| All | +215.9% | +668.8% | -452.9% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling