+714.7%
B vs MOS
+122.8%
+591.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.1% |
| 7D | +4.3% | +22.5% | -18.2% | +0.4% |
| 30D | -0.9% | +6.6% | -7.6% | -2.3% |
| 3M | -1.4% | -3.8% | +2.5% | -1.0% |
| 6M | +5.0% | -2.2% | +7.2% | +4.8% |
| YTD | -5.8% | -4.8% | -1.1% | -5.9% |
| 1Y | +25.6% | -11.7% | +37.3% | +27.1% |
| 3Y | +161.6% | -26.5% | +188.1% | +169.2% |
| 5Y | +135.2% | -32.2% | +167.4% | +137.9% |
| 10Y | +170.7% | +10.2% | +160.6% | +123.4% |
| All | +714.7% | +122.8% | +591.8% | +586.4% |
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 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