+674.1%
MAS vs GRMN
+6,910.7%
-6,236.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.5% | -3.1% |
| 7D | +4.6% | +2.3% | +2.2% | +3.7% |
| 30D | +19.9% | +2.6% | +17.3% | +18.7% |
| 3M | +8.9% | -5.0% | +13.9% | +10.6% |
| 6M | +20.2% | +23.1% | -2.9% | +9.8% |
| YTD | +33.9% | +42.9% | -9.0% | +15.5% |
| 1Y | +34.7% | +41.7% | -7.0% | +16.5% |
| 3Y | +60.4% | +160.7% | -100.4% | +8.3% |
| 5Y | +43.5% | +124.2% | -80.8% | +1.9% |
| 10Y | +226.7% | +684.8% | -458.1% | +50.6% |
| All | +674.1% | +6,910.7% | -6,236.6% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling