-9.6%
MOS vs TRMB
-37.2%
+27.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.7% |
| 7D | +9.5% | -2.5% | +12.1% | +10.3% |
| 30D | +10.4% | +1.5% | +8.9% | +9.8% |
| 3M | +12.9% | +6.8% | +6.1% | +10.3% |
| 6M | +1.2% | -14.9% | +16.2% | +5.6% |
| YTD | +9.3% | -24.1% | +33.4% | +17.9% |
| 1Y | -18.0% | -25.4% | +7.4% | -11.3% |
| 3Y | -29.0% | +8.0% | -37.0% | -34.8% |
| All | -9.6% | -37.2% | +27.6% | +2.7% |
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