+113.0%
ALL vs MOS
-24.7%
+137.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.9% |
| 7D | -0.1% | +24.8% | -25.0% | -0.6% |
| 30D | +13.8% | +22.7% | -8.9% | +13.4% |
| 3M | -2.8% | -1.2% | -1.6% | -2.9% |
| 6M | +23.7% | +5.5% | +18.1% | +23.3% |
| YTD | +27.3% | -2.0% | +29.2% | +26.0% |
| 1Y | +30.5% | -7.9% | +38.5% | +29.8% |
| 3Y | +113.0% | -25.0% | +138.0% | +110.3% |
| All | +113.0% | -24.7% | +137.7% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling