+70.7%
MSFU vs GRMN
+237.4%
-166.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | -2.3% | -1.4% | -0.9% | -1.7% |
| 30D | -6.3% | -13.1% | +6.8% | -0.2% |
| 3M | +40.0% | +14.9% | +25.0% | +30.2% |
| 6M | +30.1% | +13.1% | +17.0% | +21.4% |
| YTD | -10.3% | +35.3% | -45.6% | -24.0% |
| 1Y | -19.0% | +16.0% | -35.0% | -26.4% |
| 3Y | +25.8% | +179.6% | -153.8% | -43.5% |
| All | +70.7% | +237.4% | -166.7% | -39.6% |
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