+663.4%
MSI vs GRMN
+628.7%
+34.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +17.6% | +1.2% | +16.4% | +16.9% |
| 3M | +14.5% | -8.9% | +23.4% | +17.7% |
| 6M | +34.3% | +23.0% | +11.3% | +23.3% |
| YTD | +39.7% | +41.2% | -1.5% | +21.0% |
| 1Y | +40.2% | +47.5% | -7.3% | +19.2% |
| 3Y | +77.1% | +155.8% | -78.6% | +10.2% |
| 5Y | +124.0% | +120.2% | +3.9% | +47.4% |
| All | +663.4% | +628.7% | +34.7% | +206.0% |
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