-7.0%
MOS vs TRMB
-33.2%
+26.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | +0.3% |
| 7D | +21.6% | -16.7% | +38.3% | +17.8% |
| 30D | +12.0% | -9.9% | +21.9% | +8.2% |
| 3M | -3.9% | -7.6% | +3.7% | -7.3% |
| 6M | -3.3% | -14.7% | +11.4% | -6.7% |
| YTD | -4.6% | -30.9% | +26.3% | -8.0% |
| 1Y | -7.0% | -31.3% | +24.4% | -11.2% |
| All | -7.0% | -33.2% | +26.2% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling