-47.1%
MOS vs GNRC
+2,164.8%
-2,211.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.5% | -2.4% |
| 7D | +5.5% | +2.5% | +3.0% | +4.5% |
| 30D | +21.0% | -11.2% | +32.1% | +23.1% |
| 3M | -0.5% | -10.1% | +9.7% | +0.3% |
| 6M | +6.6% | -28.5% | +35.1% | +12.5% |
| YTD | -2.8% | +42.3% | -45.0% | -14.8% |
| 1Y | -8.1% | +22.8% | -30.9% | -16.7% |
| 3Y | -25.6% | +87.3% | -112.9% | -41.6% |
| 5Y | -29.8% | -56.9% | +27.1% | -25.4% |
| 10Y | +0.6% | +384.9% | -384.3% | -46.6% |
| All | -47.1% | +2,164.8% | -2,211.9% | -82.0% |
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