+291.9%
AA vs MOS
+155.8%
+136.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.7% |
| 7D | -0.7% | +9.5% | -10.2% | -4.7% |
| 30D | +5.0% | +10.4% | -5.4% | +0.2% |
| 3M | -35.8% | +12.9% | -48.7% | -39.5% |
| 6M | -18.4% | +1.2% | -19.6% | -20.0% |
| YTD | -5.5% | +9.3% | -14.8% | -10.8% |
| 1Y | +61.0% | -18.0% | +78.9% | +70.7% |
| 3Y | +66.2% | -29.0% | +95.2% | +83.0% |
| 5Y | +11.4% | -9.6% | +21.0% | +10.2% |
| 10Y | +116.9% | +6.1% | +110.8% | +89.6% |
| All | +291.9% | +155.8% | +136.1% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling