+3,716.0%
ALL vs MOS
+152.8%
+3,563.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.6% |
| 7D | 0.0% | +9.5% | -9.5% | -1.8% |
| 30D | -1.5% | +10.4% | -11.9% | -3.5% |
| 3M | +23.6% | +12.9% | +10.7% | +19.9% |
| 6M | +22.3% | +1.2% | +21.1% | +20.1% |
| YTD | +26.5% | +9.3% | +17.2% | +21.7% |
| 1Y | +27.0% | -18.0% | +45.0% | +28.8% |
| 3Y | +149.6% | -29.0% | +178.6% | +154.1% |
| 5Y | +118.1% | -9.6% | +127.7% | +102.8% |
| 10Y | +369.0% | +6.1% | +362.9% | +282.9% |
| All | +3,716.0% | +152.8% | +3,563.2% | +2,316.1% |
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