+84.3%
MKSI vs GRMN
+81.6%
+2.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.2% | -0.5% |
| 7D | +2.7% | +2.4% | +0.3% | +1.1% |
| 30D | -12.8% | -8.5% | -4.3% | -7.8% |
| 3M | -22.5% | +19.5% | -42.0% | -33.1% |
| 6M | +19.4% | +21.2% | -1.8% | +2.3% |
| YTD | +67.7% | +41.0% | +26.7% | +27.1% |
| 1Y | +131.4% | +19.6% | +111.8% | +97.0% |
| 3Y | +197.3% | +183.8% | +13.5% | +20.5% |
| All | +84.3% | +81.6% | +2.7% | -17.2% |
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 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