+64.7%
GRMN vs MSTZ
-99.2%
+163.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.7% | -1.0% |
| 7D | -1.4% | -23.6% | +22.2% | -2.2% |
| 30D | -13.1% | -60.7% | +47.6% | -15.8% |
| 3M | +14.9% | -58.3% | +73.2% | +12.9% |
| 6M | +13.1% | -60.0% | +73.1% | +12.2% |
| YTD | +35.3% | -75.2% | +110.5% | +34.3% |
| 1Y | +16.0% | -19.9% | +35.9% | +23.6% |
| All | +64.7% | -99.2% | +163.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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