+181.3%
MS vs GRMN
+176.7%
+4.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | -2.9% | +4.2% | +2.2% |
| 30D | -0.3% | -8.4% | +8.2% | +2.2% |
| 3M | +0.3% | +15.0% | -14.7% | -4.7% |
| 6M | +31.3% | +11.2% | +20.1% | +25.9% |
| YTD | +24.7% | +37.7% | -13.0% | +11.3% |
| 1Y | +47.9% | +18.5% | +29.4% | +37.9% |
| All | +181.3% | +176.7% | +4.7% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling