-25.6%
MOS vs TRMB
+29.6%
-55.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.7% |
| 7D | +19.7% | -17.0% | +36.6% | +21.5% |
| 30D | +21.5% | -9.0% | +30.5% | +20.7% |
| 3M | -0.4% | -8.1% | +7.7% | -1.4% |
| 6M | +4.5% | -10.1% | +14.6% | +3.9% |
| YTD | -2.9% | -30.2% | +27.3% | +2.8% |
| 1Y | -7.7% | -30.7% | +23.0% | -2.4% |
| 3Y | -25.6% | +32.6% | -58.3% | -45.3% |
| All | -25.6% | +29.6% | -55.3% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling