+146.5%
MOS vs GRMN
+6,910.7%
-6,764.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.6% |
| 7D | +22.5% | +2.3% | +20.2% | +21.8% |
| 30D | +6.6% | +2.6% | +4.1% | +5.8% |
| 3M | -3.8% | -5.0% | +1.2% | -2.3% |
| 6M | -2.2% | +23.1% | -25.3% | -9.9% |
| YTD | -4.8% | +42.9% | -47.7% | -17.2% |
| 1Y | -11.7% | +41.7% | -53.4% | -23.1% |
| 3Y | -26.5% | +160.7% | -187.3% | -50.4% |
| 5Y | -32.2% | +124.2% | -156.4% | -52.5% |
| 10Y | +10.2% | +684.8% | -674.6% | -48.6% |
| All | +146.5% | +6,910.7% | -6,764.3% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling