+202.1%
AA vs MOS
+122.8%
+79.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.3% | -8.6% | -6.8% |
| 7D | -3.7% | +22.5% | -26.2% | -12.7% |
| 30D | -10.8% | +6.6% | -17.4% | -14.2% |
| 3M | -19.1% | -3.8% | -15.3% | -18.8% |
| 6M | -38.7% | -2.2% | -36.5% | -39.2% |
| YTD | -27.1% | -4.8% | -22.4% | -27.7% |
| 1Y | +8.3% | -11.7% | +20.0% | +10.5% |
| 3Y | +49.6% | -26.5% | +76.1% | +61.1% |
| 5Y | -15.5% | -32.2% | +16.7% | -5.9% |
| 10Y | +60.9% | +10.2% | +50.7% | +38.6% |
| All | +202.1% | +122.8% | +79.2% | +81.9% |
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