-30.3%
MOS vs GRMN
+155.8%
-186.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | +15.3% | +1.2% | +14.1% | +15.0% |
| 3M | +1.5% | -8.9% | +10.4% | +2.8% |
| 6M | -2.0% | +23.0% | -25.0% | -5.8% |
| YTD | -6.5% | +41.2% | -47.7% | -12.7% |
| 1Y | -11.1% | +47.5% | -58.6% | -17.6% |
| 3Y | -30.3% | +155.8% | -186.0% | -43.9% |
| All | -30.3% | +155.8% | -186.1% | -43.9% |
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