+176.8%
MS vs GRMN
+155.8%
+21.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +5.1% | -0.9% | +6.0% | +5.3% |
| 30D | +5.7% | +1.2% | +4.5% | +5.2% |
| 3M | -12.2% | -8.9% | -3.3% | -10.1% |
| 6M | -0.5% | +23.0% | -23.5% | -7.7% |
| YTD | +9.8% | +41.2% | -31.4% | -2.9% |
| 1Y | +17.7% | +47.5% | -29.8% | +2.6% |
| 3Y | +176.8% | +155.8% | +21.1% | +104.9% |
| All | +176.8% | +155.8% | +21.0% | +104.9% |
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