+556.2%
MS vs GRMN
+665.4%
-109.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.7% |
| 7D | -1.7% | +1.7% | -3.4% | -2.5% |
| 30D | +0.9% | +10.2% | -9.3% | -4.2% |
| 3M | -10.8% | -4.7% | -6.1% | -9.1% |
| 6M | +0.9% | +22.3% | -21.4% | -11.1% |
| YTD | +9.8% | +46.7% | -36.9% | -13.0% |
| 1Y | +17.1% | +49.6% | -32.6% | -8.3% |
| 3Y | +175.7% | +165.3% | +10.4% | +42.5% |
| 5Y | +125.9% | +130.3% | -4.5% | +25.6% |
| 10Y | +556.2% | +658.0% | -101.8% | +81.7% |
| All | +556.2% | +665.4% | -109.2% | +81.7% |
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