+0.6%
MOS vs GRMN
+665.4%
-664.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.7% | -1.6% |
| 7D | +5.5% | +1.7% | +3.8% | +4.7% |
| 30D | +21.0% | +10.2% | +10.8% | +16.1% |
| 3M | -0.5% | -4.7% | +4.2% | +1.3% |
| 6M | +6.6% | +22.3% | -15.7% | -3.8% |
| YTD | -2.8% | +46.7% | -49.4% | -20.1% |
| 1Y | -8.1% | +49.6% | -57.7% | -25.3% |
| 3Y | -25.6% | +165.3% | -190.9% | -59.4% |
| 5Y | -29.8% | +130.3% | -160.1% | -58.9% |
| 10Y | +0.6% | +658.0% | -657.4% | -70.1% |
| All | +0.6% | +665.4% | -664.8% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling