+514.9%
MKSI vs GRMN
+677.8%
-162.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.2% | -0.9% |
| 7D | +2.7% | +2.4% | +0.3% | +0.9% |
| 30D | -12.8% | -8.5% | -4.3% | -7.1% |
| 3M | -22.5% | +19.5% | -42.0% | -34.5% |
| 6M | +19.4% | +21.2% | -1.8% | +0.2% |
| YTD | +67.7% | +41.0% | +26.7% | +23.2% |
| 1Y | +131.4% | +19.6% | +111.8% | +92.3% |
| 3Y | +197.3% | +183.8% | +13.5% | +14.7% |
| 5Y | +87.0% | +83.0% | +4.0% | +2.8% |
| All | +514.9% | +677.8% | -162.8% | +25.6% |
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 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