+30.5%
ALL vs MOS
-7.8%
+38.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.9% |
| 7D | -0.1% | +24.8% | -25.0% | +0.9% |
| 30D | +13.8% | +22.7% | -8.9% | +15.0% |
| 3M | -2.8% | -1.2% | -1.6% | -3.2% |
| 6M | +23.7% | +5.5% | +18.1% | +24.0% |
| YTD | +27.3% | -2.0% | +29.2% | +23.4% |
| 1Y | +30.5% | -7.9% | +38.5% | +26.9% |
| All | +30.5% | -7.8% | +38.3% | +26.9% |
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 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