+1,886.1%
BE vs MOS
-29.0%
+1,915.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +17.4% | -23.7% | -11.4% |
| 7D | -12.1% | +17.9% | -30.1% | -17.2% |
| 30D | -30.1% | +1.6% | -31.6% | -30.7% |
| 3M | -12.1% | -4.0% | -8.2% | -11.3% |
| 6M | -30.6% | -4.1% | -26.5% | -30.5% |
| YTD | +130.6% | -7.8% | +138.4% | +129.6% |
| 1Y | +55.3% | -15.6% | +70.9% | +60.0% |
| All | +1,886.1% | -29.0% | +1,915.2% | +1,974.1% |
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