+1,076.1%
BE vs MOS
-8.7%
+1,084.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.4% | +5.9% | +6.8% |
| 7D | +20.0% | +9.5% | +10.4% | +15.8% |
| 30D | +7.9% | +10.4% | -2.5% | +3.4% |
| 3M | -13.2% | +12.9% | -26.1% | -18.4% |
| 6M | +53.5% | +1.2% | +52.2% | +49.0% |
| YTD | +191.0% | +9.3% | +181.7% | +172.2% |
| 1Y | +360.5% | -18.0% | +378.5% | +379.7% |
| 3Y | +1,568.0% | -29.0% | +1,597.0% | +1,696.1% |
| All | +1,076.1% | -8.7% | +1,084.9% | +983.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling