+171.3%
MS vs GRMN
+161.9%
+9.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +0.8% | +6.3% | -5.6% | -0.9% |
| 30D | -0.7% | +7.6% | -8.3% | -2.9% |
| 3M | -12.4% | -7.5% | -4.9% | -10.7% |
| 6M | -1.7% | +21.2% | -23.0% | -8.3% |
| YTD | +8.0% | +44.0% | -36.0% | -5.0% |
| 1Y | +16.2% | +44.7% | -28.5% | +1.9% |
| 3Y | +171.3% | +160.5% | +10.8% | +99.4% |
| All | +171.3% | +161.9% | +9.4% | +99.4% |
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