+122.0%
MS vs GRMN
+119.4%
+2.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | +0.2% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +2.0% | +3.5% | -1.6% | +0.5% |
| 3M | -12.6% | -7.3% | -5.2% | -10.4% |
| 6M | -0.3% | +21.8% | -22.0% | -8.9% |
| YTD | +9.0% | +42.8% | -33.8% | -7.1% |
| 1Y | +13.9% | +46.5% | -32.6% | -4.0% |
| 3Y | +173.6% | +158.3% | +15.3% | +71.5% |
| 5Y | +122.0% | +122.6% | -0.7% | +42.3% |
| All | +122.0% | +119.4% | +2.5% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling