+3,855.5%
ALL vs MOS
+113.2%
+3,742.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +17.4% | -14.5% | -0.5% |
| 7D | +7.5% | +17.9% | -10.4% | +3.9% |
| 30D | +19.7% | +1.6% | +18.2% | +18.9% |
| 3M | +2.9% | -4.0% | +6.9% | +2.9% |
| 6M | +23.5% | -4.1% | +27.6% | +22.8% |
| YTD | +31.1% | -7.8% | +38.9% | +29.7% |
| 1Y | +40.5% | -15.6% | +56.0% | +41.1% |
| 3Y | +117.1% | -28.9% | +146.0% | +119.7% |
| 5Y | +158.6% | -36.8% | +195.4% | +157.9% |
| 10Y | +402.4% | +6.7% | +395.7% | +307.6% |
| All | +3,855.5% | +113.2% | +3,742.3% | +2,474.0% |
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