+41.0%
MAS vs GRMN
+122.2%
-81.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.6% |
| 3M | +9.4% | -5.0% | +14.5% | +11.5% |
| 6M | +15.3% | +18.6% | -3.3% | +5.0% |
| YTD | +31.3% | +42.5% | -11.2% | +8.8% |
| 1Y | +34.9% | +42.3% | -7.5% | +11.8% |
| 3Y | +58.6% | +158.5% | -99.9% | -13.8% |
| All | +41.0% | +122.2% | -81.3% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling