+1,696.1%
MKSI vs GRMN
+6,537.4%
-4,841.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +4.9% | -1.8% | +6.7% | +5.7% |
| 30D | -11.0% | -12.1% | +1.1% | -5.8% |
| 3M | -17.1% | +18.0% | -35.1% | -24.3% |
| 6M | +16.4% | +13.7% | +2.7% | +8.3% |
| YTD | +64.3% | +35.3% | +29.0% | +40.7% |
| 1Y | +137.7% | +17.2% | +120.5% | +116.5% |
| 3Y | +189.1% | +179.6% | +9.5% | +79.9% |
| 5Y | +83.1% | +75.6% | +7.6% | +39.2% |
| 10Y | +509.4% | +644.2% | -134.8% | +176.4% |
| All | +1,696.1% | +6,537.4% | -4,841.4% | +212.2% |
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