-23.3%
MOS vs GNRC
+61.5%
-84.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.0% |
| 7D | +9.5% | +1.9% | +7.6% | +9.1% |
| 30D | +10.4% | -13.8% | +24.2% | +13.3% |
| 3M | +12.9% | -32.6% | +45.5% | +20.8% |
| 6M | +1.2% | -15.2% | +16.4% | +3.0% |
| YTD | +9.3% | +37.4% | -28.1% | 0.0% |
| 1Y | -18.0% | +5.1% | -23.1% | -21.4% |
| All | -23.3% | +61.5% | -84.8% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling