+100.0%
MSI vs GRMN
+75.7%
+24.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -4.0% | -1.4% | -2.6% | -3.7% |
| 30D | -0.5% | -13.1% | +12.6% | +2.6% |
| 3M | +11.4% | +14.9% | -3.5% | +7.1% |
| 6M | +1.0% | +13.1% | -12.1% | -2.7% |
| YTD | +20.7% | +35.3% | -14.6% | +10.8% |
| 1Y | -2.7% | +16.0% | -18.7% | -7.3% |
| 3Y | +68.2% | +179.6% | -111.4% | +11.7% |
| 5Y | +100.0% | +75.0% | +24.9% | +49.1% |
| All | +100.0% | +75.7% | +24.3% | +49.1% |
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