+451.3%
MTSI vs GRMN
+668.8%
-217.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +11.0% |
| 7D | -10.0% | +4.7% | -14.7% | -12.6% |
| 30D | -37.2% | +3.4% | -40.6% | -38.9% |
| 3M | -30.1% | -5.0% | -25.0% | -28.5% |
| 6M | -31.9% | +18.6% | -50.5% | -41.2% |
| YTD | +23.2% | +42.5% | -19.3% | -7.0% |
| 1Y | +26.4% | +42.3% | -15.9% | -4.4% |
| 3Y | +186.2% | +158.5% | +27.7% | +25.5% |
| 5Y | +187.0% | +123.6% | +63.5% | +39.8% |
| All | +451.3% | +668.8% | -217.5% | +31.2% |
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