+539.5%
MTSI vs GRMN
+633.1%
-93.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.5% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | -11.6% | -11.3% | -0.3% | -4.7% |
| 3M | -24.1% | +17.7% | -41.8% | -33.5% |
| 6M | +32.4% | +14.2% | +18.3% | +18.3% |
| YTD | +60.4% | +37.0% | +23.4% | +25.5% |
| 1Y | +111.0% | +17.0% | +94.0% | +81.7% |
| 3Y | +246.1% | +183.2% | +62.9% | +40.2% |
| 5Y | +340.3% | +77.3% | +263.0% | +158.9% |
| 10Y | +539.5% | +630.9% | -91.4% | +48.8% |
| All | +539.5% | +633.1% | -93.6% | +48.8% |
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 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