+93.3%
MSFU vs GRMN
+255.4%
-162.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | +2.5% | +4.7% | -2.3% | +0.5% |
| 30D | -1.3% | +3.4% | -4.7% | -2.8% |
| 3M | +8.6% | -5.0% | +13.7% | +10.9% |
| 6M | +48.4% | +18.6% | +29.8% | +35.6% |
| YTD | +1.6% | +42.5% | -40.9% | -16.1% |
| 1Y | -5.8% | +42.3% | -48.1% | -22.3% |
| 3Y | +30.9% | +158.5% | -127.5% | -34.4% |
| All | +93.3% | +255.4% | -162.1% | -33.3% |
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