+88.0%
MSFU vs GRMN
+252.2%
-164.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | -5.3% | +1.2% | -6.5% | -5.9% |
| 3M | +7.2% | -8.9% | +16.2% | +11.5% |
| 6M | +51.0% | +23.0% | +28.0% | +35.4% |
| YTD | -1.2% | +41.2% | -42.5% | -18.1% |
| 1Y | -10.3% | +47.5% | -57.8% | -27.5% |
| 3Y | +22.2% | +155.8% | -133.5% | -38.4% |
| All | +88.0% | +252.2% | -164.2% | -34.9% |
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 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