+93.9%
MOS vs TRMB
+3,067.4%
-2,973.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | 0.0% |
| 7D | +21.6% | -16.7% | +38.3% | +25.1% |
| 30D | +12.0% | -9.9% | +21.9% | +13.2% |
| 3M | -3.9% | -7.6% | +3.7% | -3.4% |
| 6M | -3.3% | -14.7% | +11.4% | -1.5% |
| YTD | -4.6% | -30.9% | +26.3% | +1.1% |
| 1Y | -7.0% | -31.3% | +24.4% | -1.4% |
| 3Y | -24.4% | +29.4% | -53.8% | -30.8% |
| 5Y | -32.1% | -37.4% | +5.2% | -28.6% |
| 10Y | +10.3% | +109.2% | -98.8% | -7.8% |
| All | +93.9% | +3,067.4% | -2,973.5% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling