-40.6%
MOS vs GNRC
+2,087.1%
-2,127.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.8% |
| 7D | +9.5% | +1.9% | +7.6% | +9.0% |
| 30D | +10.4% | -13.8% | +24.2% | +14.2% |
| 3M | +12.9% | -32.6% | +45.5% | +23.1% |
| 6M | +1.2% | -15.2% | +16.4% | +3.4% |
| YTD | +9.3% | +37.4% | -28.1% | -1.7% |
| 1Y | -18.0% | +5.1% | -23.1% | -21.8% |
| 3Y | -29.0% | +57.5% | -86.5% | -41.1% |
| 5Y | -9.6% | -58.7% | +49.1% | -1.6% |
| 10Y | +6.1% | +395.5% | -389.4% | -43.0% |
| All | -40.6% | +2,087.1% | -2,127.7% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling