-22.3%
MOH vs GRMN
+81.6%
-104.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.3% | +1.4% |
| 7D | +1.7% | +2.4% | -0.7% | +1.4% |
| 30D | -0.9% | -8.5% | +7.6% | +0.3% |
| 3M | +5.7% | +19.5% | -13.8% | +2.6% |
| 6M | +39.1% | +21.2% | +17.9% | +34.4% |
| YTD | +17.7% | +41.0% | -23.4% | +10.8% |
| 1Y | +8.4% | +19.6% | -11.2% | +4.5% |
| 3Y | -36.6% | +183.8% | -220.4% | -50.9% |
| All | -22.3% | +81.6% | -104.0% | -30.5% |
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 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