+224.3%
MAS vs GRMN
+693.0%
-468.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +3.5% |
| 7D | +3.3% | +6.4% | -3.1% | +0.5% |
| 30D | +25.5% | +8.7% | +16.7% | +20.7% |
| 3M | +11.8% | -5.8% | +17.5% | +14.5% |
| 6M | +21.3% | +22.5% | -1.2% | +7.8% |
| YTD | +37.7% | +45.6% | -7.9% | +11.6% |
| 1Y | +41.0% | +47.5% | -6.4% | +13.4% |
| 3Y | +63.0% | +166.2% | -103.2% | -10.4% |
| 5Y | +44.1% | +124.1% | -80.0% | -15.0% |
| 10Y | +224.3% | +668.0% | -443.8% | +9.1% |
| All | +224.3% | +693.0% | -468.7% | +9.1% |
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