-87.2%
MSTU vs GRMN
+40.7%
-127.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.5% | +3.8% | +5.3% |
| 7D | -4.8% | +6.1% | -10.9% | -8.7% |
| 30D | -29.6% | +1.3% | -30.8% | -30.5% |
| 3M | +69.4% | -5.6% | +74.9% | +76.6% |
| 6M | -62.2% | +22.2% | -84.4% | -69.6% |
| YTD | -61.1% | +44.3% | -105.3% | -76.3% |
| 1Y | -87.2% | +43.1% | -130.2% | -91.9% |
| All | -87.2% | +40.7% | -127.8% | -91.9% |
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