+200.4%
B vs MOS
-29.5%
+229.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | -1.6% | +9.5% | -11.1% | -4.0% |
| 30D | +9.4% | +10.4% | -1.0% | +6.4% |
| 3M | +5.0% | +12.9% | -7.9% | +1.1% |
| 6M | -3.5% | +1.2% | -4.8% | -5.1% |
| YTD | +4.5% | +9.3% | -4.9% | +1.1% |
| 1Y | +67.8% | -18.0% | +85.8% | +72.6% |
| All | +200.4% | -29.5% | +229.9% | +200.5% |
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