+231.9%
MTSI vs GRMN
+176.7%
+55.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | -2.9% | +4.2% | +2.3% |
| 30D | +2.1% | -8.4% | +10.5% | +5.0% |
| 3M | -29.7% | +15.0% | -44.7% | -33.5% |
| 6M | +12.5% | +11.2% | +1.3% | +7.7% |
| YTD | +57.0% | +37.7% | +19.3% | +38.3% |
| 1Y | +103.9% | +18.5% | +85.4% | +89.2% |
| All | +231.9% | +176.7% | +55.2% | +145.0% |
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