-32.9%
MOS vs TRMB
-38.8%
+5.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.5% |
| 7D | +22.5% | -17.9% | +40.4% | +26.8% |
| 30D | +6.6% | -12.0% | +18.6% | +8.0% |
| 3M | -3.8% | -8.4% | +4.6% | -3.9% |
| 6M | -2.2% | -21.5% | +19.3% | +2.1% |
| YTD | -4.8% | -31.5% | +26.8% | +3.3% |
| 1Y | -11.7% | -33.4% | +21.7% | -3.5% |
| 3Y | -26.5% | +26.5% | -53.0% | -38.4% |
| All | -32.9% | -38.8% | +5.9% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling