+103.9%
MTSI vs GRMN
+18.2%
+85.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | -2.9% | +4.2% | +1.7% |
| 30D | +2.1% | -8.4% | +10.5% | +3.2% |
| 3M | -29.7% | +15.0% | -44.7% | -31.0% |
| 6M | +12.5% | +11.2% | +1.3% | +10.8% |
| YTD | +57.0% | +37.7% | +19.3% | +48.7% |
| 1Y | +103.9% | +18.5% | +85.4% | +99.6% |
| All | +103.9% | +18.2% | +85.7% | +99.6% |
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