+93.7%
MOS vs TRMB
+3,039.9%
-2,946.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.5% |
| 7D | +22.5% | -17.9% | +40.4% | +26.5% |
| 30D | +6.6% | -12.0% | +18.6% | +8.4% |
| 3M | -3.8% | -8.4% | +4.6% | -3.2% |
| 6M | -2.2% | -21.5% | +19.3% | +1.3% |
| YTD | -4.8% | -31.5% | +26.8% | +1.1% |
| 1Y | -11.7% | -33.4% | +21.7% | -5.8% |
| 3Y | -26.5% | +26.5% | -53.0% | -32.4% |
| 5Y | -32.2% | -37.9% | +5.7% | -28.6% |
| 10Y | +10.2% | +107.3% | -97.2% | -7.8% |
| All | +93.7% | +3,039.9% | -2,946.2% | +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