+8.7%
AA vs MOS
-8.6%
+17.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +3.9% | +5.1% |
| 7D | +4.8% | +19.7% | -14.8% | -2.6% |
| 30D | -0.6% | +21.5% | -22.1% | -8.4% |
| 3M | -16.3% | -0.4% | -15.8% | -16.1% |
| 6M | -33.4% | +4.5% | -37.9% | -34.8% |
| YTD | -20.7% | -2.9% | -17.8% | -19.1% |
| All | +8.7% | -8.6% | +17.3% | +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