-88.4%
MSTU vs GRMN
+62.8%
-151.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.8% |
| 7D | -22.0% | -1.8% | -20.2% | -20.7% |
| 30D | +60.3% | -12.1% | +72.4% | +80.4% |
| 3M | -3.7% | +18.0% | -21.7% | -20.6% |
| 6M | -45.2% | +13.7% | -58.9% | -52.8% |
| YTD | -64.3% | +35.3% | -99.6% | -73.9% |
| 1Y | -94.0% | +17.2% | -111.3% | -94.9% |
| All | -88.4% | +62.8% | -151.2% | -90.5% |
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