+701.6%
BE vs MOS
-13.2%
+714.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +17.4% | -23.7% | -14.5% |
| 7D | -12.1% | +17.9% | -30.1% | -20.3% |
| 30D | -30.1% | +1.6% | -31.6% | -32.1% |
| 3M | -12.1% | -4.0% | -8.2% | -12.7% |
| 6M | -30.6% | -4.1% | -26.5% | -31.9% |
| YTD | +130.6% | -7.8% | +138.4% | +125.4% |
| 1Y | +55.3% | -15.6% | +70.9% | +57.7% |
| 3Y | +1,755.6% | -28.9% | +1,784.4% | +1,873.1% |
| 5Y | +564.5% | -36.8% | +601.3% | +586.5% |
| All | +701.6% | -13.2% | +714.8% | +362.9% |
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 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