-15.6%
MOS vs GNRC
+17.5%
-33.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -9.5% | +26.9% | +18.3% |
| 7D | +17.9% | -6.0% | +23.9% | +18.1% |
| 30D | +1.6% | -12.0% | +13.6% | +2.6% |
| 3M | -4.0% | -13.4% | +9.4% | -3.1% |
| 6M | -4.1% | -26.4% | +22.2% | -1.2% |
| YTD | -7.8% | +38.8% | -46.6% | -17.6% |
| 1Y | -15.6% | +20.9% | -36.5% | -23.5% |
| All | -15.6% | +17.5% | -33.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling