-28.3%
MOS vs GRMN
+176.7%
-205.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +9.5% | -2.9% | +12.4% | +10.0% |
| 30D | +10.4% | -8.4% | +18.9% | +11.8% |
| 3M | +12.9% | +15.0% | -2.1% | +9.8% |
| 6M | +1.2% | +11.2% | -10.0% | -1.2% |
| YTD | +9.3% | +37.7% | -28.4% | +2.6% |
| 1Y | -18.0% | +18.5% | -36.5% | -21.1% |
| All | -28.3% | +176.7% | -205.0% | -39.4% |
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