-24.4%
MOS vs GRMN
+160.2%
-184.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +21.6% | +4.7% | +16.9% | +20.7% |
| 30D | +12.0% | +3.4% | +8.6% | +11.3% |
| 3M | -3.9% | -5.0% | +1.2% | -3.3% |
| 6M | -3.3% | +18.6% | -21.9% | -6.5% |
| YTD | -4.6% | +42.5% | -47.1% | -11.1% |
| 1Y | -7.0% | +42.3% | -49.3% | -13.4% |
| 3Y | -24.4% | +158.5% | -182.9% | -38.7% |
| All | -24.4% | +160.2% | -184.7% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling