+1,208.8%
MTSI vs GRMN
+806.3%
+402.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.5% |
| 7D | +1.4% | -2.9% | +4.2% | +3.0% |
| 30D | +2.1% | -8.4% | +10.5% | +7.3% |
| 3M | -29.7% | +15.0% | -44.7% | -36.6% |
| 6M | +12.5% | +11.2% | +1.3% | +3.3% |
| YTD | +57.0% | +37.7% | +19.3% | +25.9% |
| 1Y | +103.9% | +18.5% | +85.4% | +77.3% |
| 3Y | +223.6% | +175.8% | +47.8% | +55.8% |
| 5Y | +321.6% | +75.1% | +246.5% | +168.2% |
| 10Y | +517.7% | +637.0% | -119.3% | +84.4% |
| All | +1,208.8% | +806.3% | +402.5% | +259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling