+156.2%
ALL vs MOS
-31.6%
+187.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.2% |
| 7D | +4.2% | +22.5% | -18.3% | +2.2% |
| 30D | +18.9% | +6.6% | +12.3% | +18.0% |
| 3M | +1.2% | -3.8% | +5.0% | +1.3% |
| 6M | +23.2% | -2.2% | +25.4% | +22.8% |
| YTD | +30.0% | -4.8% | +34.8% | +28.5% |
| 1Y | +39.6% | -11.7% | +51.3% | +39.2% |
| 3Y | +115.2% | -26.5% | +141.8% | +115.9% |
| 5Y | +156.2% | -32.2% | +188.4% | +151.4% |
| All | +156.2% | -31.6% | +187.8% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling