+59.4%
BE vs MOS
-11.5%
+70.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.2% |
| 7D | +20.5% | -2.6% | +23.1% | +20.9% |
| 30D | -23.4% | +13.5% | -36.8% | -24.5% |
| 3M | -14.9% | -2.9% | -12.0% | -12.8% |
| 6M | -28.1% | -1.0% | -27.1% | -27.2% |
| YTD | +132.4% | -7.2% | +139.6% | +134.3% |
| 1Y | +59.4% | -11.4% | +70.7% | +63.9% |
| All | +59.4% | -11.5% | +70.8% | +63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling