+803.7%
B vs MOS
+155.8%
+647.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -1.6% | +9.5% | -11.1% | -3.3% |
| 30D | +9.4% | +10.4% | -1.0% | +7.3% |
| 3M | +5.0% | +12.9% | -7.9% | +2.4% |
| 6M | -3.5% | +1.2% | -4.8% | -4.5% |
| YTD | +4.5% | +9.3% | -4.9% | +2.0% |
| 1Y | +67.8% | -18.0% | +85.8% | +71.8% |
| 3Y | +196.7% | -29.0% | +225.7% | +206.9% |
| 5Y | +151.9% | -9.6% | +161.5% | +141.3% |
| 10Y | +202.2% | +6.1% | +196.1% | +152.6% |
| All | +803.7% | +155.8% | +647.9% | +644.0% |
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