-47.2%
MOS vs GNRC
+2,103.5%
-2,150.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -4.9% | +0.2% |
| 7D | +19.7% | -6.6% | +26.2% | +20.7% |
| 30D | +21.5% | -16.1% | +37.6% | +25.5% |
| 3M | -0.4% | -11.1% | +10.6% | +0.6% |
| 6M | +4.5% | -29.9% | +34.5% | +10.9% |
| YTD | -2.9% | +38.4% | -41.3% | -14.3% |
| 1Y | -7.7% | +21.5% | -29.3% | -16.2% |
| 3Y | -25.6% | +83.5% | -109.2% | -41.3% |
| 5Y | -31.2% | -57.1% | +25.9% | -26.9% |
| 10Y | +2.8% | +372.1% | -369.3% | -45.0% |
| All | -47.2% | +2,103.5% | -2,150.7% | -81.9% |
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