-27.7%
MOS vs TRMB
-37.9%
+10.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +24.8% | -16.6% | +41.4% | +28.7% |
| 30D | +22.7% | -8.9% | +31.6% | +23.1% |
| 3M | -1.2% | -6.3% | +5.1% | -1.8% |
| 6M | +5.5% | -10.0% | +15.5% | +5.8% |
| YTD | -2.0% | -30.1% | +28.2% | +5.8% |
| 1Y | -7.9% | -31.3% | +23.4% | -0.3% |
| 3Y | -25.0% | +30.8% | -55.8% | -37.6% |
| 5Y | -27.7% | -35.9% | +8.2% | -23.3% |
| All | -27.7% | -37.9% | +10.2% | -23.3% |
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 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