+61.7%
MAS vs GRMN
+161.0%
-99.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.5% | -3.2% |
| 7D | +4.6% | +2.3% | +2.2% | +3.9% |
| 30D | +19.9% | +2.6% | +17.3% | +19.0% |
| 3M | +8.9% | -5.0% | +13.9% | +10.2% |
| 6M | +20.2% | +23.1% | -2.9% | +11.6% |
| YTD | +33.9% | +42.9% | -9.0% | +18.0% |
| 1Y | +34.7% | +41.7% | -7.0% | +19.0% |
| All | +61.7% | +161.0% | -99.3% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling