-85.6%
MSTU vs GRMN
+65.7%
-151.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +21.3% | -2.9% | +24.2% | +24.9% |
| 30D | +90.8% | -8.4% | +99.3% | +107.2% |
| 3M | -6.8% | +15.0% | -21.8% | -20.8% |
| 6M | -39.8% | +11.2% | -51.0% | -46.8% |
| YTD | -55.7% | +37.7% | -93.4% | -68.1% |
| 1Y | -92.7% | +18.5% | -111.1% | -93.8% |
| All | -85.6% | +65.7% | -151.3% | -88.4% |
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