+7.6%
MOS vs TRMB
+105.7%
-98.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | +21.6% | -16.7% | +38.3% | +29.1% |
| 30D | +12.0% | -9.9% | +21.9% | +14.2% |
| 3M | -3.9% | -7.6% | +3.7% | -3.5% |
| 6M | -3.3% | -14.7% | +11.4% | +0.1% |
| YTD | -4.6% | -30.9% | +26.3% | +8.4% |
| 1Y | -7.0% | -31.3% | +24.4% | +5.6% |
| 3Y | -24.4% | +29.4% | -53.8% | -42.5% |
| 5Y | -32.1% | -37.4% | +5.2% | -25.1% |
| All | +7.6% | +105.7% | -98.1% | -40.1% |
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