+864.1%
MSI vs GRMN
+6,655.2%
-5,791.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -3.7% | -2.9% | -0.8% | -2.9% |
| 30D | +6.8% | -8.4% | +15.3% | +9.4% |
| 3M | +14.3% | +15.0% | -0.7% | +9.0% |
| 6M | -1.6% | +11.2% | -12.8% | -5.5% |
| YTD | +22.8% | +37.7% | -14.9% | +10.4% |
| 1Y | -1.1% | +18.5% | -19.6% | -7.5% |
| 3Y | +70.5% | +175.8% | -105.3% | +19.8% |
| 5Y | +102.8% | +75.1% | +27.7% | +61.5% |
| 10Y | +597.4% | +637.0% | -39.6% | +265.9% |
| All | +864.1% | +6,655.2% | -5,791.1% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling