+2.8%
MOS vs TRMB
+105.8%
-103.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.4% |
| 7D | +19.7% | -17.0% | +36.6% | +27.3% |
| 30D | +21.5% | -9.0% | +30.5% | +23.3% |
| 3M | -0.4% | -8.1% | +7.7% | +0.3% |
| 6M | +4.5% | -10.1% | +14.6% | +5.5% |
| YTD | -2.9% | -30.2% | +27.3% | +9.9% |
| 1Y | -7.7% | -30.7% | +23.0% | +4.3% |
| 3Y | -25.6% | +32.6% | -58.3% | -44.1% |
| 5Y | -31.2% | -38.1% | +7.0% | -23.2% |
| 10Y | +2.8% | +98.9% | -96.1% | -43.6% |
| All | +2.8% | +105.8% | -103.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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