+206.9%
MTSI vs GRMN
+119.5%
+87.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -5.1% |
| 7D | +10.0% | -0.9% | +10.9% | +10.6% |
| 30D | -20.3% | +1.2% | -21.5% | -21.0% |
| 3M | -24.4% | -8.9% | -15.5% | -21.5% |
| 6M | -39.2% | +23.0% | -62.2% | -46.3% |
| YTD | +35.5% | +41.2% | -5.7% | +10.2% |
| 1Y | +43.0% | +47.5% | -4.5% | +13.6% |
| 3Y | +196.3% | +155.8% | +40.5% | +52.6% |
| All | +206.9% | +119.5% | +87.3% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling