+8.6%
AA vs MOS
-11.3%
+19.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +0.9% | +21.6% | -20.7% | -7.0% |
| 30D | -6.7% | +12.0% | -18.6% | -11.1% |
| 3M | -16.3% | -3.9% | -12.5% | -15.0% |
| 6M | -37.1% | -3.3% | -33.8% | -36.7% |
| YTD | -25.0% | -4.6% | -20.4% | -23.1% |
| 1Y | +8.6% | -7.0% | +15.6% | +11.1% |
| All | +8.6% | -11.3% | +19.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling