-19.0%
MSFU vs GRMN
+15.7%
-34.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | -6.3% | -13.1% | +6.8% | -3.5% |
| 3M | +40.0% | +14.9% | +25.0% | +36.7% |
| 6M | +30.1% | +13.1% | +17.0% | +27.5% |
| YTD | -10.3% | +35.3% | -45.6% | -15.2% |
| 1Y | -19.0% | +16.0% | -35.0% | -19.5% |
| All | -19.0% | +15.7% | -34.8% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling