+140.2%
MAS vs GRMN
+634.2%
-494.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -0.8% | -2.9% | +2.1% | +0.6% |
| 30D | -5.6% | -8.4% | +2.9% | -1.7% |
| 3M | +4.4% | +15.0% | -10.6% | -4.1% |
| 6M | +7.2% | +11.2% | -4.0% | -0.2% |
| YTD | +16.1% | +37.7% | -21.6% | -3.3% |
| 1Y | +0.1% | +18.5% | -18.4% | -10.5% |
| 3Y | +28.3% | +175.8% | -147.5% | -31.5% |
| 5Y | +30.5% | +75.1% | -44.6% | -13.0% |
| All | +140.2% | +634.2% | -494.0% | -19.2% |
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