-87.5%
MSTU vs GRMN
+62.8%
-150.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.2% | -4.3% |
| 7D | +12.9% | -1.4% | +14.3% | +14.5% |
| 30D | +68.3% | -13.1% | +81.4% | +91.4% |
| 3M | +0.4% | +14.9% | -14.6% | -14.9% |
| 6M | -41.5% | +13.1% | -54.6% | -49.3% |
| YTD | -61.7% | +35.3% | -97.0% | -72.0% |
| 1Y | -93.7% | +16.0% | -109.7% | -94.5% |
| All | -87.5% | +62.8% | -150.4% | -89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling