+1,356.0%
MOH vs GRMN
+2,594.4%
-1,238.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | -4.2% | -1.4% | -2.8% | -3.9% |
| 30D | -2.4% | -13.1% | +10.7% | +0.3% |
| 3M | -4.4% | +14.9% | -19.3% | -7.5% |
| 6M | +32.9% | +13.1% | +19.8% | +28.8% |
| YTD | +11.9% | +35.3% | -23.4% | +4.4% |
| 1Y | +6.9% | +16.0% | -9.1% | +2.7% |
| 3Y | -39.4% | +179.6% | -219.0% | -52.6% |
| 5Y | -25.0% | +75.0% | -100.0% | -36.0% |
| 10Y | +244.9% | +644.1% | -399.3% | +125.4% |
| All | +1,356.0% | +2,594.4% | -1,238.4% | +715.0% |
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 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